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 | 5.81% | 6.71 CHF | 6.90 CHF | 25'000 | 25'000 | 13'214 | 12'950 | 81'350 CHF | 83'834 CHF | 99.33% | 99.33% |
12.07.2024 | 5.68% | 6.26 CHF | 6.46 CHF | 25'000 | 25'000 | 13'288 | 13'083 | 82'470 CHF | 85'378 CHF | 97.10% | 97.10% |
11.07.2024 | 5.66% | 6.48 CHF | 6.70 CHF | 20'000 | 20'000 | 12'169 | 11'909 | 85'131 CHF | 87'736 CHF | 98.01% | 98.01% |
10.07.2024 | 5.50% | 7.23 CHF | 7.46 CHF | 20'000 | 20'000 | 12'138 | 11'611 | 91'877 CHF | 92'354 CHF | 99.56% | 99.56% |
09.07.2024 | 5.44% | 8.07 CHF | 8.30 CHF | 20'000 | 20'000 | 12'136 | 11'610 | 94'256 CHF | 94'735 CHF | 99.62% | 99.62% |
08.07.2024 | 5.55% | 7.76 CHF | 7.99 CHF | 20'000 | 20'000 | 12'137 | 11'610 | 93'671 CHF | 94'202 CHF | 99.62% | 99.62% |
05.07.2024 | 5.53% | 8.10 CHF | 8.32 CHF | 20'000 | 20'000 | 12'176 | 11'650 | 92'444 CHF | 92'984 CHF | 98.26% | 98.26% |
04.07.2024 | 5.61% | 7.55 CHF | 7.78 CHF | 20'000 | 20'000 | 12'158 | 11'629 | 90'374 CHF | 90'900 CHF | 99.13% | 99.13% |
03.07.2024 | 5.35% | 7.51 CHF | 7.73 CHF | 20'000 | 20'000 | 12'147 | 11'886 | 90'126 CHF | 92'628 CHF | 99.63% | 99.63% |
02.07.2024 | 1.13% | 7.60 CHF | 7.64 CHF | 20'000 | 20'000 | 12'132 | 11'868 | 88'070 CHF | 87'056 CHF | 99.59% | 99.59% |