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 | 1.31% | 6.46 CHF | 6.48 CHF | 9'900 | 9'900 | 4'377 | 4'377 | 29'725 CHF | 30'006 CHF | 97.35% | 97.35% |
12.07.2024 | 1.10% | 8.68 CHF | 8.70 CHF | 8'900 | 8'900 | 3'888 | 3'888 | 37'114 CHF | 37'402 CHF | 99.90% | 99.90% |
11.07.2024 | 1.07% | 9.34 CHF | 9.36 CHF | 9'300 | 9'300 | 4'186 | 4'186 | 38'173 CHF | 38'453 CHF | 99.89% | 99.89% |
10.07.2024 | 1.09% | 8.07 CHF | 8.09 CHF | 10'300 | 10'300 | 4'527 | 4'527 | 37'560 CHF | 37'842 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 6.55 CHF | 6.57 CHF | 13'400 | 13'400 | 6'332 | 6'332 | 36'392 CHF | 36'707 CHF | 100.00% | 100.00% |
08.07.2024 | 1.19% | 5.35 CHF | 5.37 CHF | 13'700 | 13'700 | 6'175 | 6'175 | 34'412 CHF | 34'719 CHF | 100.00% | 100.00% |
05.07.2024 | 1.26% | 5.66 CHF | 5.68 CHF | 13'200 | 13'200 | 5'912 | 5'912 | 33'498 CHF | 33'807 CHF | 99.79% | 99.79% |
04.07.2024 | 1.36% | 6.02 CHF | 6.08 CHF | 5'200 | 5'200 | 4'126 | 4'126 | 24'671 CHF | 24'987 CHF | 98.63% | 98.63% |