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 | 3.55% | 2.46 CHF | 2.51 CHF | 100'000 | 100'000 | 43'275 | 37'532 | 105'170 CHF | 93'701 CHF | 98.67% | 98.67% |
12.07.2024 | 3.75% | 2.67 CHF | 2.72 CHF | 100'000 | 100'000 | 45'200 | 37'371 | 108'693 CHF | 93'280 CHF | 99.64% | 99.64% |
11.07.2024 | 3.46% | 2.41 CHF | 2.46 CHF | 100'000 | 100'000 | 41'301 | 39'003 | 102'049 CHF | 99'058 CHF | 90.56% | 90.56% |
10.07.2024 | 4.00% | 2.45 CHF | 2.50 CHF | 100'000 | 100'000 | 45'371 | 37'567 | 105'248 CHF | 91'208 CHF | 97.64% | 97.64% |
09.07.2024 | 3.91% | 2.12 CHF | 2.17 CHF | 100'000 | 100'000 | 45'724 | 37'970 | 99'828 CHF | 85'160 CHF | 96.26% | 96.26% |
08.07.2024 | 4.49% | 1.99 CHF | 2.04 CHF | 200'000 | 200'000 | 74'732 | 74'732 | 148'142 CHF | 153'445 CHF | 99.62% | 99.62% |
05.07.2024 | 5.67% | 1.83 CHF | 1.88 CHF | 200'000 | 200'000 | 74'552 | 74'552 | 122'311 CHF | 127'607 CHF | 95.75% | 95.75% |
04.07.2024 | 6.53% | 1.45 CHF | 1.55 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 59'282 CHF | 63'282 CHF | 97.26% | 97.26% |
03.07.2024 | 5.81% | 1.50 CHF | 1.55 CHF | 200'000 | 200'000 | 74'740 | 74'740 | 111'064 CHF | 116'367 CHF | 99.63% | 99.63% |
02.07.2024 | 7.10% | 1.29 CHF | 1.34 CHF | 200'000 | 200'000 | 86'140 | 78'549 | 106'601 CHF | 103'103 CHF | 89.73% | 89.73% |