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 | 8.09% | 6.34 CHF | 6.64 CHF | 30'000 | 30'000 | 14'383 | 11'259 | 89'176 CHF | 74'038 CHF | 98.68% | 98.68% |
12.07.2024 | 9.01% | 7.41 CHF | 7.71 CHF | 30'000 | 30'000 | 14'341 | 11'210 | 86'456 CHF | 73'858 CHF | 99.63% | 99.63% |
11.07.2024 | 7.75% | 6.11 CHF | 6.41 CHF | 20'000 | 20'000 | 12'375 | 7'800 | 80'255 CHF | 53'382 CHF | 90.55% | 90.55% |
10.07.2024 | 10.00% | 6.38 CHF | 6.68 CHF | 30'000 | 30'000 | 21'669 | 11'270 | 117'284 CHF | 71'553 CHF | 97.64% | 97.64% |
09.07.2024 | 9.55% | 4.81 CHF | 5.11 CHF | 30'000 | 30'000 | 15'721 | 11'388 | 80'637 CHF | 62'728 CHF | 96.25% | 96.25% |
08.07.2024 | 8.11% | 4.42 CHF | 4.62 CHF | 30'000 | 30'000 | 22'172 | 11'212 | 95'006 CHF | 52'514 CHF | 99.58% | 99.58% |
05.07.2024 | 9.31% | 3.79 CHF | 3.94 CHF | 50'000 | 50'000 | 26'438 | 18'584 | 79'159 CHF | 62'288 CHF | 95.59% | 95.59% |
04.07.2024 | 10.98% | 2.46 CHF | 2.76 CHF | 30'000 | 10'000 | 20'389 | 10'000 | 52'636 CHF | 28'836 CHF | 97.26% | 97.26% |
03.07.2024 | 9.79% | 2.64 CHF | 2.79 CHF | 50'000 | 50'000 | 28'060 | 18'685 | 72'427 CHF | 52'279 CHF | 99.64% | 99.64% |
02.07.2024 | 9.63% | 2.03 CHF | 2.13 CHF | 50'000 | 50'000 | 35'214 | 19'512 | 63'445 CHF | 39'464 CHF | 89.37% | 89.37% |