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 | 5.47% | 9.47 CHF | 9.77 CHF | 20'000 | 20'000 | 12'191 | 7'505 | 114'252 CHF | 72'687 CHF | 98.65% | 98.65% |
12.07.2024 | 9.95% | 10.65 CHF | 11.15 CHF | 20'000 | 20'000 | 12'171 | 7'474 | 107'406 CHF | 73'501 CHF | 99.63% | 99.63% |
11.07.2024 | 8.82% | 9.08 CHF | 9.58 CHF | 20'000 | 20'000 | 12'376 | 7'801 | 117'332 CHF | 78'966 CHF | 90.55% | 90.55% |
10.07.2024 | 6.54% | 9.48 CHF | 9.78 CHF | 30'000 | 30'000 | 14'391 | 11'269 | 124'576 CHF | 105'396 CHF | 97.62% | 97.62% |
09.07.2024 | 6.31% | 7.54 CHF | 7.84 CHF | 20'000 | 20'000 | 12'245 | 7'591 | 98'263 CHF | 63'035 CHF | 96.23% | 96.23% |
08.07.2024 | 7.73% | 6.93 CHF | 7.23 CHF | 30'000 | 30'000 | 14'370 | 11'244 | 98'029 CHF | 82'247 CHF | 98.94% | 98.94% |
05.07.2024 | 7.34% | 6.13 CHF | 6.33 CHF | 30'000 | 30'000 | 22'147 | 11'152 | 108'470 CHF | 61'468 CHF | 95.59% | 95.59% |
04.07.2024 | 8.57% | 4.30 CHF | 4.70 CHF | 20'000 | 6'000 | 20'000 | 6'000 | 89'379 CHF | 29'214 CHF | 97.26% | 97.26% |
03.07.2024 | 7.64% | 4.54 CHF | 4.74 CHF | 30'000 | 30'000 | 22'171 | 11'210 | 99'282 CHF | 53'289 CHF | 99.62% | 99.62% |
02.07.2024 | 10.49% | 3.62 CHF | 3.82 CHF | 50'000 | 50'000 | 27'134 | 19'512 | 90'056 CHF | 71'720 CHF | 89.35% | 89.35% |