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 | 7.31% | 0.81 CHF | 0.84 CHF | 50'000 | 50'000 | 18'909 | 18'909 | 16'279 CHF | 17'092 CHF | 99.74% | 99.74% |
12.07.2024 | 5.20% | 1.07 CHF | 1.10 CHF | 50'000 | 50'000 | 25'629 | 25'629 | 25'194 CHF | 26'370 CHF | 100.00% | 100.00% |
11.07.2024 | 5.99% | 0.94 CHF | 0.97 CHF | 50'000 | 50'000 | 25'823 | 25'823 | 22'272 CHF | 23'457 CHF | 99.72% | 99.72% |
10.07.2024 | 6.33% | 0.80 CHF | 0.83 CHF | 50'000 | 50'000 | 26'057 | 26'057 | 20'503 CHF | 21'700 CHF | 99.95% | 99.95% |
09.07.2024 | 6.32% | 0.81 CHF | 0.84 CHF | 50'000 | 50'000 | 26'068 | 26'068 | 20'520 CHF | 21'717 CHF | 99.63% | 99.63% |
08.07.2024 | 6.23% | 0.79 CHF | 0.82 CHF | 50'000 | 50'000 | 26'057 | 26'057 | 20'732 CHF | 21'929 CHF | 99.99% | 99.99% |
05.07.2024 | 6.37% | 0.79 CHF | 0.82 CHF | 50'000 | 50'000 | 26'161 | 26'161 | 20'513 CHF | 21'715 CHF | 99.64% | 99.64% |
04.07.2024 | 11.28% | 0.78 CHF | 0.83 CHF | 20'000 | 20'000 | 8'050 | 8'050 | 6'228 CHF | 6'742 CHF | 98.98% | 98.98% |
03.07.2024 | 6.67% | 0.77 CHF | 0.80 CHF | 60'000 | 60'000 | 29'364 | 29'364 | 21'325 CHF | 22'552 CHF | 98.48% | 98.48% |
02.07.2024 | 6.31% | 0.68 CHF | 0.71 CHF | 60'000 | 60'000 | 30'625 | 30'625 | 20'548 CHF | 21'752 CHF | 100.00% | 100.00% |