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 | 6.99% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 23'062 | 23'062 | 12'255 CHF | 12'670 CHF | 99.74% | 99.74% |
12.07.2024 | 3.85% | 0.68 CHF | 0.69 CHF | 60'000 | 60'000 | 29'922 | 29'922 | 18'489 CHF | 19'068 CHF | 100.00% | 100.00% |
11.07.2024 | 4.56% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 30'196 | 30'196 | 15'919 CHF | 16'502 CHF | 99.72% | 99.72% |
10.07.2024 | 4.03% | 0.48 CHF | 0.49 CHF | 70'000 | 70'000 | 32'726 | 32'726 | 15'562 CHF | 16'085 CHF | 99.95% | 99.95% |
09.07.2024 | 4.04% | 0.49 CHF | 0.50 CHF | 70'000 | 70'000 | 32'803 | 32'803 | 15'547 CHF | 16'073 CHF | 99.62% | 99.62% |
08.07.2024 | 4.00% | 0.47 CHF | 0.48 CHF | 70'000 | 70'000 | 32'724 | 32'724 | 15'756 CHF | 16'287 CHF | 99.99% | 99.99% |
05.07.2024 | 4.02% | 0.47 CHF | 0.48 CHF | 70'000 | 70'000 | 32'839 | 32'839 | 15'659 CHF | 16'185 CHF | 99.64% | 99.64% |
04.07.2024 | 11.45% | 0.48 CHF | 0.49 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 4'888 CHF | 5'171 CHF | 98.98% | 98.98% |
03.07.2024 | 4.50% | 0.47 CHF | 0.48 CHF | 70'000 | 70'000 | 31'536 | 31'536 | 13'793 CHF | 14'282 CHF | 98.48% | 98.48% |
02.07.2024 | 4.74% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 32'748 | 32'748 | 13'211 CHF | 13'735 CHF | 100.00% | 100.00% |