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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 4,86% | 11,42 CHF | 11,72 CHF | 10 000 | 3 000 | 10 000 | 1 248 | 104 769 CHF | 13 844 CHF | 80,11% | 80,11% |
15/07/2024 | 4,98% | 10,58 CHF | 10,88 CHF | 10 000 | 3 000 | 10 000 | 1 125 | 104 428 CHF | 12 218 CHF | 98,89% | 98,89% |
12/07/2024 | 5,41% | 10,16 CHF | 10,46 CHF | 10 000 | 5 000 | 10 000 | 2 047 | 94 455 CHF | 20 683 CHF | 82,62% | 82,62% |
11/07/2024 | 5,60% | 9,58 CHF | 9,88 CHF | 10 000 | 5 000 | 10 000 | 1 872 | 92 908 CHF | 18 346 CHF | 99,11% | 99,11% |
10/07/2024 | 6,00% | 9,11 CHF | 9,41 CHF | 10 000 | 5 000 | 10 000 | 1 869 | 86 843 CHF | 17 395 CHF | 99,53% | 99,53% |
09/07/2024 | 6,30% | 8,22 CHF | 8,52 CHF | 10 000 | 5 000 | 10 000 | 1 868 | 82 084 CHF | 16 153 CHF | 99,59% | 99,59% |
08/07/2024 | 6,42% | 8,05 CHF | 8,35 CHF | 10 000 | 5 000 | 10 000 | 1 868 | 80 590 CHF | 15 945 CHF | 99,59% | 99,59% |
05/07/2024 | 5,86% | 8,93 CHF | 9,23 CHF | 10 000 | 5 000 | 10 000 | 2 196 | 84 892 CHF | 19 836 CHF | 72,27% | 72,27% |
04/07/2024 | 7,16% | 8,18 CHF | 8,78 CHF | 10 000 | 1 000 | 10 000 | 1 000 | 80 792 CHF | 8 679 CHF | 98,99% | 98,99% |
03/07/2024 | 7,09% | 8,25 CHF | 8,55 CHF | 10 000 | 5 000 | 10 000 | 1 843 | 73 708 CHF | 14 919 CHF | 98,79% | 98,79% |