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 | 5.64% | 0.65 CHF | 0.66 CHF | 70'000 | 70'000 | 25'037 | 25'037 | 17'082 CHF | 17'520 CHF | 98.54% | 98.54% |
12.07.2024 | 3.07% | 0.81 CHF | 0.82 CHF | 70'000 | 70'000 | 32'050 | 32'050 | 24'601 CHF | 25'201 CHF | 99.99% | 99.99% |
11.07.2024 | 3.46% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 32'250 | 32'250 | 22'325 CHF | 22'931 CHF | 99.61% | 99.61% |
10.07.2024 | 3.61% | 0.64 CHF | 0.65 CHF | 70'000 | 70'000 | 32'724 | 32'724 | 20'889 CHF | 21'503 CHF | 99.72% | 99.72% |
09.07.2024 | 3.61% | 0.65 CHF | 0.66 CHF | 70'000 | 70'000 | 32'715 | 32'715 | 20'845 CHF | 21'458 CHF | 99.62% | 99.62% |
08.07.2024 | 3.55% | 0.63 CHF | 0.64 CHF | 70'000 | 70'000 | 32'807 | 32'807 | 21'137 CHF | 21'751 CHF | 99.99% | 99.99% |
05.07.2024 | 3.63% | 0.63 CHF | 0.64 CHF | 70'000 | 70'000 | 32'831 | 32'831 | 20'851 CHF | 21'466 CHF | 99.34% | 99.34% |
04.07.2024 | 9.44% | 0.63 CHF | 0.65 CHF | 30'000 | 30'000 | 10'338 | 10'338 | 6'515 CHF | 6'849 CHF | 98.94% | 98.94% |
03.07.2024 | 3.94% | 0.62 CHF | 0.63 CHF | 80'000 | 80'000 | 33'299 | 33'299 | 19'915 CHF | 20'509 CHF | 98.42% | 98.42% |
02.07.2024 | 4.11% | 0.56 CHF | 0.57 CHF | 80'000 | 80'000 | 34'645 | 34'645 | 19'362 CHF | 19'997 CHF | 100.00% | 100.00% |