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 | 4.08% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 29'111 | 26'377 | 15'656 CHF | 14'747 CHF | 98.73% | 98.73% |
12.07.2024 | 2.45% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 101'905 | 50'000 | 51'232 CHF | 25'785 CHF | 99.38% | 99.38% |
11.07.2024 | 2.47% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 99'774 | 50'000 | 52'685 CHF | 27'067 CHF | 98.83% | 98.83% |
10.07.2024 | 2.72% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 106'205 | 50'000 | 52'372 CHF | 25'373 CHF | 100.00% | 100.00% |
09.07.2024 | 2.40% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 96'052 | 50'000 | 52'387 CHF | 27'973 CHF | 99.99% | 99.99% |
08.07.2024 | 2.34% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'869 | 50'000 | 52'227 CHF | 26'769 CHF | 100.00% | 100.00% |
05.07.2024 | 2.30% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'038 | 50'000 | 52'142 CHF | 26'670 CHF | 57.37% | 57.37% |
04.07.2024 | 2.53% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 101'520 | 50'000 | 51'634 CHF | 26'119 CHF | 71.69% | 71.69% |
03.07.2024 | 2.44% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 102'201 | 50'000 | 51'501 CHF | 25'838 CHF | 66.98% | 66.98% |
02.07.2024 | 2.64% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 113'060 | 50'000 | 52'191 CHF | 23'737 CHF | 96.34% | 96.34% |