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 | 7.11% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 18'915 | 18'915 | 11'540 CHF | 11'975 CHF | 99.59% | 99.59% |
12.07.2024 | 4.38% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 25'629 | 25'629 | 18'493 CHF | 19'156 CHF | 100.00% | 100.00% |
11.07.2024 | 5.26% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 25'821 | 25'821 | 15'645 CHF | 16'305 CHF | 99.71% | 99.71% |
10.07.2024 | 5.23% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 30'595 | 30'595 | 16'323 CHF | 17'020 CHF | 99.95% | 99.95% |
09.07.2024 | 5.21% | 0.55 CHF | 0.56 CHF | 60'000 | 60'000 | 30'613 | 30'613 | 16'371 CHF | 17'068 CHF | 99.62% | 99.62% |
08.07.2024 | 5.04% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 30'595 | 30'595 | 16'784 CHF | 17'482 CHF | 99.99% | 99.99% |
05.07.2024 | 5.26% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 30'705 | 30'705 | 16'430 CHF | 17'131 CHF | 99.64% | 99.64% |
04.07.2024 | 11.82% | 0.53 CHF | 0.55 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 5'466 CHF | 5'826 CHF | 98.98% | 98.98% |
03.07.2024 | 4.92% | 0.52 CHF | 0.53 CHF | 60'000 | 60'000 | 29'375 | 29'375 | 14'109 CHF | 14'659 CHF | 98.44% | 98.44% |
02.07.2024 | 5.27% | 0.44 CHF | 0.45 CHF | 60'000 | 60'000 | 30'623 | 30'623 | 13'264 CHF | 13'856 CHF | 99.99% | 99.99% |