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 | 15.32% | 2.23 CHF | 2.43 CHF | 30'000 | 5'000 | 30'000 | 1'874 | 64'225 CHF | 4'551 CHF | 98.89% | 98.89% |
12.07.2024 | 14.50% | 2.06 CHF | 2.21 CHF | 30'000 | 10'000 | 35'898 | 4'093 | 60'554 CHF | 8'323 CHF | 82.61% | 82.61% |
11.07.2024 | 15.12% | 1.79 CHF | 1.94 CHF | 30'000 | 10'000 | 36'598 | 3'743 | 59'689 CHF | 7'116 CHF | 99.09% | 99.09% |
10.07.2024 | 11.86% | 1.59 CHF | 1.69 CHF | 40'000 | 10'000 | 40'000 | 3'737 | 57'252 CHF | 6'157 CHF | 99.53% | 99.53% |
09.07.2024 | 13.35% | 1.24 CHF | 1.34 CHF | 50'000 | 10'000 | 45'056 | 3'736 | 55'904 CHF | 5'184 CHF | 99.59% | 99.59% |
08.07.2024 | 13.96% | 1.18 CHF | 1.28 CHF | 50'000 | 10'000 | 48'261 | 3'736 | 57'246 CHF | 5'033 CHF | 99.59% | 99.59% |
05.07.2024 | 11.90% | 1.52 CHF | 1.62 CHF | 40'000 | 10'000 | 40'000 | 4'392 | 54'254 CHF | 6'774 CHF | 72.27% | 72.27% |
04.07.2024 | 15.43% | 1.24 CHF | 1.44 CHF | 50'000 | 2'000 | 47'892 | 2'000 | 57'214 CHF | 2'795 CHF | 98.99% | 98.99% |
03.07.2024 | 17.27% | 1.26 CHF | 1.36 CHF | 40'000 | 20'000 | 57'745 | 7'435 | 55'503 CHF | 8'983 CHF | 99.29% | 99.29% |
02.07.2024 | 20.11% | 0.79 CHF | 0.89 CHF | 70'000 | 20'000 | 69'089 | 7'438 | 55'147 CHF | 7'149 CHF | 99.31% | 99.31% |