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 | 1.86% | 13.35 CHF | 13.60 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 133'149 CHF | 67'824 CHF | 98.73% | 98.73% |
12.07.2024 | 1.90% | 12.88 CHF | 13.11 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 122'093 CHF | 62'218 CHF | 99.35% | 99.35% |
11.07.2024 | 1.83% | 11.85 CHF | 12.06 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 113'523 CHF | 57'811 CHF | 94.95% | 94.95% |
10.07.2024 | 2.03% | 10.44 CHF | 10.64 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 101'370 CHF | 51'725 CHF | 99.52% | 99.52% |
09.07.2024 | 2.13% | 10.39 CHF | 10.63 CHF | 2'500 | 2'500 | 3'034 | 2'678 | 33'569 CHF | 30'336 CHF | 99.84% | 99.84% |
08.07.2024 | 1.06% | 11.11 CHF | 11.23 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 110'128 CHF | 55'652 CHF | 99.11% | 99.11% |
05.07.2024 | 1.21% | 9.81 CHF | 9.94 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 104'085 CHF | 52'673 CHF | 99.61% | 99.61% |
04.07.2024 | 1.09% | 10.29 CHF | 10.40 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 101'305 CHF | 51'210 CHF | 98.25% | 98.25% |
03.07.2024 | 1.09% | 9.35 CHF | 9.45 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 90'349 CHF | 68'501 CHF | 99.31% | 99.31% |
02.07.2024 | 1.43% | 8.45 CHF | 8.56 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 79'884 CHF | 40'516 CHF | 93.41% | 93.41% |