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 | 11.38% | 4.56 CHF | 4.86 CHF | 20'000 | 5'000 | 20'000 | 1'874 | 88'355 CHF | 9'083 CHF | 98.89% | 98.89% |
12.07.2024 | 13.67% | 4.22 CHF | 4.52 CHF | 20'000 | 5'000 | 20'000 | 2'044 | 72'209 CHF | 8'662 CHF | 82.55% | 82.55% |
11.07.2024 | 9.49% | 3.81 CHF | 4.01 CHF | 20'000 | 5'000 | 20'000 | 1'872 | 71'806 CHF | 7'376 CHF | 99.12% | 99.12% |
10.07.2024 | 10.84% | 3.43 CHF | 3.63 CHF | 20'000 | 5'000 | 20'000 | 1'869 | 62'784 CHF | 6'652 CHF | 99.53% | 99.53% |
09.07.2024 | 11.93% | 2.80 CHF | 3.00 CHF | 20'000 | 5'000 | 20'000 | 1'868 | 56'060 CHF | 5'781 CHF | 99.60% | 99.60% |
08.07.2024 | 12.37% | 2.69 CHF | 2.89 CHF | 20'000 | 5'000 | 20'000 | 1'868 | 54'116 CHF | 5'647 CHF | 99.59% | 99.59% |
05.07.2024 | 10.79% | 3.31 CHF | 3.51 CHF | 20'000 | 5'000 | 20'000 | 2'196 | 60'103 CHF | 7'401 CHF | 72.27% | 72.27% |
04.07.2024 | 13.72% | 2.79 CHF | 3.19 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 54'331 CHF | 3'117 CHF | 99.16% | 99.16% |
03.07.2024 | 11.12% | 2.86 CHF | 3.01 CHF | 20'000 | 10'000 | 27'893 | 3'686 | 64'039 CHF | 10'014 CHF | 98.79% | 98.79% |
02.07.2024 | 12.55% | 1.97 CHF | 2.12 CHF | 30'000 | 10'000 | 30'000 | 3'719 | 60'051 CHF | 8'348 CHF | 99.31% | 99.31% |