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 | 9.91% | 0.88 CHF | 0.93 CHF | 60'000 | 20'000 | 61'740 | 7'497 | 52'545 CHF | 6'912 CHF | 98.91% | 98.91% |
12.07.2024 | 11.89% | 0.81 CHF | 0.86 CHF | 70'000 | 30'000 | 77'624 | 12'281 | 53'980 CHF | 9'907 CHF | 82.63% | 82.63% |
11.07.2024 | 12.41% | 0.72 CHF | 0.77 CHF | 70'000 | 30'000 | 78'178 | 11'220 | 52'790 CHF | 8'555 CHF | 99.03% | 99.03% |
10.07.2024 | 14.18% | 0.65 CHF | 0.70 CHF | 80'000 | 30'000 | 87'989 | 11'213 | 51'787 CHF | 7'731 CHF | 99.55% | 99.55% |
09.07.2024 | 9.35% | 0.54 CHF | 0.57 CHF | 100'000 | 30'000 | 98'943 | 11'208 | 53'796 CHF | 6'573 CHF | 99.60% | 99.60% |
08.07.2024 | 16.16% | 0.51 CHF | 0.56 CHF | 100'000 | 30'000 | 102'744 | 11'209 | 52'054 CHF | 6'579 CHF | 99.60% | 99.60% |
05.07.2024 | 8.45% | 0.64 CHF | 0.67 CHF | 80'000 | 30'000 | 89'272 | 13'178 | 51'992 CHF | 8'436 CHF | 72.29% | 72.29% |
04.07.2024 | 10.75% | 0.54 CHF | 0.60 CHF | 100'000 | 6'000 | 99'154 | 6'000 | 52'390 CHF | 3'532 CHF | 98.99% | 98.99% |
03.07.2024 | 11.59% | 0.55 CHF | 0.58 CHF | 100'000 | 50'000 | 116'838 | 18'588 | 51'546 CHF | 9'687 CHF | 99.30% | 99.30% |
02.07.2024 | 13.15% | 0.38 CHF | 0.41 CHF | 140'000 | 50'000 | 137'649 | 18'446 | 52'489 CHF | 7'940 CHF | 98.85% | 98.85% |