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 | 4.06% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 78'801 | 62'281 | 40'693 CHF | 33'373 CHF | 98.41% | 98.41% |
12.07.2024 | 2.97% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'292 CHF | 40'403 CHF | 99.38% | 99.38% |
11.07.2024 | 3.52% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 109'335 | 75'000 | 52'125 CHF | 37'131 CHF | 98.55% | 98.55% |
10.07.2024 | 3.58% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 119'424 | 75'000 | 53'533 CHF | 34'849 CHF | 100.00% | 100.00% |
09.07.2024 | 3.77% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 53'644 CHF | 34'817 CHF | 100.00% | 100.00% |
08.07.2024 | 3.86% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 114'724 | 75'000 | 52'190 CHF | 35'479 CHF | 100.00% | 100.00% |
05.07.2024 | 3.50% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 110'911 | 75'000 | 51'392 CHF | 35'996 CHF | 99.62% | 99.62% |
04.07.2024 | 3.66% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'016 CHF | 36'787 CHF | 100.00% | 100.00% |
03.07.2024 | 3.50% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 111'164 | 75'000 | 51'434 CHF | 35'948 CHF | 99.73% | 99.73% |
02.07.2024 | 3.97% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 116'774 | 75'000 | 52'194 CHF | 34'968 CHF | 100.00% | 100.00% |