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 | 6.97% | 0.38 CHF | 0.41 CHF | 97'387 | 25'000 | 94'065 | 25'000 | 38'517 CHF | 10'985 CHF | 98.73% | 98.73% |
12.07.2024 | 7.70% | 0.40 CHF | 0.43 CHF | 96'933 | 25'000 | 101'145 | 25'000 | 37'611 CHF | 10'050 CHF | 99.38% | 99.38% |
11.07.2024 | 7.45% | 0.41 CHF | 0.43 CHF | 95'463 | 25'000 | 99'349 | 25'000 | 38'326 CHF | 10'392 CHF | 99.15% | 99.15% |
10.07.2024 | 8.01% | 0.36 CHF | 0.39 CHF | 105'506 | 25'000 | 104'204 | 25'000 | 37'452 CHF | 9'736 CHF | 100.00% | 100.00% |
09.07.2024 | 5.84% | 0.35 CHF | 0.38 CHF | 103'624 | 25'000 | 101'272 | 25'000 | 38'894 CHF | 10'180 CHF | 100.00% | 100.00% |
08.07.2024 | 6.79% | 0.38 CHF | 0.41 CHF | 101'132 | 25'000 | 98'192 | 25'000 | 39'706 CHF | 10'833 CHF | 100.00% | 100.00% |
05.07.2024 | 5.77% | 0.43 CHF | 0.46 CHF | 95'087 | 25'000 | 95'028 | 25'000 | 42'001 CHF | 11'709 CHF | 99.62% | 99.62% |
04.07.2024 | 5.40% | 0.47 CHF | 0.50 CHF | 92'296 | 25'000 | 88'591 | 25'000 | 44'403 CHF | 13'253 CHF | 100.00% | 100.00% |
03.07.2024 | 5.69% | 0.52 CHF | 0.55 CHF | 87'749 | 25'000 | 92'377 | 25'000 | 43'771 CHF | 12'589 CHF | 96.53% | 96.53% |
02.07.2024 | 8.01% | 0.33 CHF | 0.35 CHF | 116'008 | 25'000 | 117'429 | 25'000 | 37'488 CHF | 8'650 CHF | 100.00% | 100.00% |