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 | 6.18% | 0.62 CHF | 0.66 CHF | 90'000 | 50'000 | 88'174 | 50'000 | 54'565 CHF | 32'929 CHF | 99.72% | 99.72% |
12.07.2024 | 6.60% | 0.59 CHF | 0.63 CHF | 90'000 | 50'000 | 90'313 | 50'000 | 51'213 CHF | 30'292 CHF | 82.26% | 82.26% |
11.07.2024 | 6.79% | 0.55 CHF | 0.58 CHF | 100'000 | 50'000 | 97'653 | 50'000 | 53'657 CHF | 29'442 CHF | 93.84% | 93.84% |
10.07.2024 | 6.28% | 0.58 CHF | 0.62 CHF | 90'000 | 50'000 | 96'376 | 50'000 | 53'499 CHF | 29'592 CHF | 93.06% | 93.06% |
09.07.2024 | 6.63% | 0.55 CHF | 0.58 CHF | 100'000 | 50'000 | 97'875 | 50'000 | 53'621 CHF | 29'287 CHF | 100.00% | 100.00% |
08.07.2024 | 6.09% | 0.55 CHF | 0.59 CHF | 100'000 | 50'000 | 91'264 | 50'000 | 52'047 CHF | 30'321 CHF | 92.78% | 92.78% |
05.07.2024 | 6.21% | 0.59 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'278 CHF | 30'904 CHF | 96.72% | 96.72% |
04.07.2024 | 6.56% | 0.57 CHF | 0.61 CHF | 90'000 | 50'000 | 84'355 | 47'829 | 48'604 CHF | 29'406 CHF | 100.00% | 100.00% |
03.07.2024 | 9.31% | 0.59 CHF | 0.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'384 CHF | 16'884 CHF | 100.00% | 100.00% |
02.07.2024 | 8.15% | 0.68 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'624 CHF | 18'032 CHF | 100.00% | 100.00% |