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 | 9.82% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 16'731 | 16'731 | 6'658 CHF | 6'969 CHF | 99.34% | 99.34% |
12.07.2024 | 6.03% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 25'628 | 25'628 | 13'350 CHF | 14'006 CHF | 99.99% | 99.99% |
11.07.2024 | 6.90% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 28'076 | 28'076 | 11'368 CHF | 11'998 CHF | 99.64% | 99.64% |
10.07.2024 | 6.91% | 0.34 CHF | 0.35 CHF | 60'000 | 60'000 | 30'594 | 30'594 | 10'300 CHF | 10'905 CHF | 99.95% | 99.95% |
09.07.2024 | 7.21% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 30'607 | 30'607 | 10'276 CHF | 10'904 CHF | 99.63% | 99.63% |
08.07.2024 | 7.11% | 0.33 CHF | 0.34 CHF | 60'000 | 60'000 | 30'592 | 30'592 | 10'644 CHF | 11'288 CHF | 99.99% | 99.99% |
05.07.2024 | 6.73% | 0.34 CHF | 0.35 CHF | 60'000 | 60'000 | 30'732 | 30'732 | 10'409 CHF | 11'003 CHF | 99.41% | 99.41% |
04.07.2024 | 17.10% | 0.34 CHF | 0.36 CHF | 30'000 | 30'000 | 10'338 | 10'338 | 3'434 CHF | 3'769 CHF | 98.94% | 98.94% |
03.07.2024 | 7.68% | 0.32 CHF | 0.33 CHF | 70'000 | 70'000 | 31'542 | 31'542 | 9'084 CHF | 9'628 CHF | 98.44% | 98.44% |
02.07.2024 | 7.57% | 0.25 CHF | 0.26 CHF | 70'000 | 70'000 | 32'752 | 32'752 | 8'111 CHF | 8'636 CHF | 99.99% | 99.99% |