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 | 8.68% | 0.62 CHF | 0.65 CHF | 80'000 | 80'000 | 27'333 | 27'333 | 17'673 CHF | 18'677 CHF | 99.74% | 99.74% |
12.07.2024 | 5.91% | 0.77 CHF | 0.80 CHF | 70'000 | 70'000 | 32'830 | 32'830 | 23'848 CHF | 25'113 CHF | 100.00% | 100.00% |
11.07.2024 | 6.57% | 0.70 CHF | 0.73 CHF | 80'000 | 80'000 | 36'746 | 36'746 | 24'206 CHF | 25'613 CHF | 99.71% | 99.71% |
10.07.2024 | 6.89% | 0.61 CHF | 0.64 CHF | 80'000 | 80'000 | 37'264 | 37'264 | 22'718 CHF | 24'146 CHF | 99.95% | 99.95% |
09.07.2024 | 6.89% | 0.62 CHF | 0.65 CHF | 80'000 | 80'000 | 37'293 | 37'293 | 22'729 CHF | 24'157 CHF | 99.62% | 99.62% |
08.07.2024 | 6.79% | 0.61 CHF | 0.64 CHF | 80'000 | 80'000 | 37'262 | 37'262 | 22'910 CHF | 24'338 CHF | 99.99% | 99.99% |
05.07.2024 | 6.93% | 0.61 CHF | 0.64 CHF | 80'000 | 80'000 | 37'388 | 37'388 | 22'735 CHF | 24'168 CHF | 99.64% | 99.64% |
04.07.2024 | 12.76% | 0.61 CHF | 0.65 CHF | 40'000 | 40'000 | 12'620 | 12'620 | 7'641 CHF | 8'289 CHF | 98.98% | 98.98% |
03.07.2024 | 6.57% | 0.60 CHF | 0.63 CHF | 80'000 | 80'000 | 36'367 | 36'367 | 20'856 CHF | 22'139 CHF | 98.48% | 98.48% |
02.07.2024 | 6.84% | 0.54 CHF | 0.57 CHF | 90'000 | 90'000 | 44'736 | 44'736 | 24'086 CHF | 25'685 CHF | 100.00% | 100.00% |