Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 6.88% | 0.35 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'075 CHF | 9'721 CHF | 99.62% | 99.62% |
12.07.2024 | 5.81% | 0.38 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'497 CHF | 10'066 CHF | 98.69% | 98.69% |
11.07.2024 | 6.67% | 0.38 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'095 CHF | 9'722 CHF | 99.08% | 99.08% |
10.07.2024 | 5.71% | 0.38 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'393 CHF | 9'946 CHF | 100.00% | 100.00% |
09.07.2024 | 6.46% | 0.38 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'158 CHF | 9'769 CHF | 100.00% | 100.00% |
08.07.2024 | 7.26% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'511 CHF | 9'151 CHF | 99.98% | 99.98% |
05.07.2024 | 7.70% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'799 CHF | 8'421 CHF | 95.39% | 95.39% |
04.07.2024 | 8.60% | 0.31 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'018 CHF | 7'639 CHF | 97.88% | 97.88% |
03.07.2024 | 8.65% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 321'978 | 50'000 | 50'906 CHF | 8'624 CHF | 90.28% | 90.28% |
02.07.2024 | 8.33% | 0.16 CHF | 0.17 CHF | 340'000 | 50'000 | 357'720 | 50'000 | 49'705 CHF | 7'559 CHF | 83.13% | 83.13% |