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 | 9.51% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 25'063 | 25'063 | 8'124 CHF | 8'486 CHF | 99.74% | 99.74% |
12.07.2024 | 4.48% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 29'929 | 29'929 | 11'378 CHF | 11'818 CHF | 100.00% | 100.00% |
11.07.2024 | 5.18% | 0.36 CHF | 0.37 CHF | 60'000 | 60'000 | 30'221 | 30'221 | 9'670 CHF | 10'093 CHF | 99.71% | 99.71% |
10.07.2024 | 4.72% | 0.28 CHF | 0.30 CHF | 70'000 | 70'000 | 32'726 | 32'726 | 9'252 CHF | 9'647 CHF | 99.95% | 99.95% |
09.07.2024 | 4.49% | 0.29 CHF | 0.30 CHF | 70'000 | 70'000 | 32'745 | 32'745 | 9'283 CHF | 9'666 CHF | 99.62% | 99.62% |
08.07.2024 | 5.20% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 32'722 | 32'722 | 9'480 CHF | 9'914 CHF | 99.99% | 99.99% |
05.07.2024 | 4.43% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 32'841 | 32'841 | 9'407 CHF | 9'789 CHF | 99.64% | 99.64% |
04.07.2024 | 15.94% | 0.28 CHF | 0.30 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 2'940 CHF | 3'154 CHF | 98.98% | 98.98% |
03.07.2024 | 5.03% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 31'539 | 31'539 | 8'205 CHF | 8'567 CHF | 98.48% | 98.48% |
02.07.2024 | 5.14% | 0.24 CHF | 0.25 CHF | 70'000 | 70'000 | 32'749 | 32'749 | 7'751 CHF | 8'122 CHF | 99.98% | 99.98% |