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 | 2.50% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 116'162 | 50'000 | 51'995 CHF | 23'007 CHF | 99.72% | 99.72% |
12.07.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 125'606 | 50'000 | 52'059 CHF | 21'238 CHF | 99.01% | 99.01% |
11.07.2024 | 3.10% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 132'952 | 50'000 | 51'903 CHF | 20'148 CHF | 99.09% | 99.09% |
10.07.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 121'539 | 50'000 | 51'343 CHF | 21'676 CHF | 100.00% | 100.00% |
09.07.2024 | 2.52% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 132'450 | 50'000 | 51'939 CHF | 20'133 CHF | 100.00% | 100.00% |
08.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 142'317 | 50'000 | 51'588 CHF | 18'678 CHF | 100.00% | 100.00% |
05.07.2024 | 2.55% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 116'465 | 50'000 | 52'841 CHF | 23'336 CHF | 98.86% | 98.86% |
04.07.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 104'165 | 50'000 | 52'083 CHF | 25'524 CHF | 100.00% | 100.00% |
03.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'674 CHF | 26'337 CHF | 99.82% | 99.82% |
02.07.2024 | 1.85% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 99'499 | 50'000 | 53'340 CHF | 27'310 CHF | 100.00% | 100.00% |