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 | 6.29% | 0.88 CHF | 0.91 CHF | 70'000 | 70'000 | 25'197 | 25'197 | 23'111 CHF | 24'052 CHF | 99.74% | 99.74% |
12.07.2024 | 4.31% | 1.05 CHF | 1.08 CHF | 70'000 | 70'000 | 32'059 | 32'059 | 32'083 CHF | 33'325 CHF | 100.00% | 100.00% |
11.07.2024 | 4.69% | 0.97 CHF | 1.00 CHF | 70'000 | 70'000 | 32'358 | 32'358 | 29'971 CHF | 31'223 CHF | 99.71% | 99.71% |
10.07.2024 | 4.85% | 0.88 CHF | 0.91 CHF | 70'000 | 70'000 | 32'727 | 32'727 | 28'639 CHF | 29'906 CHF | 99.95% | 99.95% |
09.07.2024 | 4.84% | 0.89 CHF | 0.92 CHF | 70'000 | 70'000 | 32'750 | 32'750 | 28'653 CHF | 29'921 CHF | 99.62% | 99.62% |
08.07.2024 | 4.82% | 0.87 CHF | 0.90 CHF | 70'000 | 70'000 | 32'726 | 32'726 | 28'723 CHF | 29'990 CHF | 99.99% | 99.99% |
05.07.2024 | 4.88% | 0.87 CHF | 0.90 CHF | 70'000 | 70'000 | 32'841 | 32'841 | 28'593 CHF | 29'865 CHF | 99.64% | 99.64% |
04.07.2024 | 9.14% | 0.87 CHF | 0.91 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 8'946 CHF | 9'487 CHF | 98.98% | 98.98% |
03.07.2024 | 5.15% | 0.86 CHF | 0.89 CHF | 70'000 | 70'000 | 31'544 | 31'544 | 26'316 CHF | 27'519 CHF | 98.44% | 98.44% |
02.07.2024 | 5.34% | 0.80 CHF | 0.83 CHF | 80'000 | 80'000 | 34'886 | 34'886 | 27'646 CHF | 28'979 CHF | 100.00% | 100.00% |