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 | 8.95% | 0.40 CHF | 0.41 CHF | 60'000 | 60'000 | 23'064 | 23'064 | 9'969 CHF | 10'390 CHF | 99.73% | 99.73% |
12.07.2024 | 4.81% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 29'926 | 29'926 | 15'625 CHF | 16'229 CHF | 99.99% | 99.99% |
11.07.2024 | 5.75% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 30'215 | 30'215 | 12'857 CHF | 13'441 CHF | 99.72% | 99.72% |
10.07.2024 | 5.52% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 32'726 | 32'726 | 11'973 CHF | 12'533 CHF | 99.95% | 99.95% |
09.07.2024 | 5.50% | 0.38 CHF | 0.39 CHF | 70'000 | 70'000 | 32'745 | 32'745 | 12'034 CHF | 12'594 CHF | 99.63% | 99.63% |
08.07.2024 | 5.34% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 32'724 | 32'724 | 12'394 CHF | 12'960 CHF | 99.99% | 99.99% |
05.07.2024 | 5.45% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 32'843 | 32'843 | 12'149 CHF | 12'706 CHF | 99.64% | 99.64% |
04.07.2024 | 14.92% | 0.37 CHF | 0.39 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 3'786 CHF | 4'087 CHF | 98.98% | 98.98% |
03.07.2024 | 5.95% | 0.36 CHF | 0.37 CHF | 70'000 | 70'000 | 31'540 | 31'540 | 10'415 CHF | 10'905 CHF | 98.45% | 98.45% |
02.07.2024 | 5.56% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 32'755 | 32'755 | 9'722 CHF | 10'194 CHF | 100.00% | 100.00% |