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 | 3.82% | 0.50 CHF | 0.52 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 51'428 CHF | 13'357 CHF | 99.72% | 99.72% |
12.07.2024 | 3.83% | 0.53 CHF | 0.55 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 51'288 CHF | 13'322 CHF | 99.01% | 99.01% |
11.07.2024 | 3.96% | 0.52 CHF | 0.54 CHF | 100'000 | 25'000 | 106'831 | 25'000 | 52'582 CHF | 12'815 CHF | 99.09% | 99.09% |
10.07.2024 | 4.20% | 0.48 CHF | 0.50 CHF | 110'000 | 25'000 | 110'000 | 25'000 | 51'120 CHF | 12'117 CHF | 100.00% | 100.00% |
09.07.2024 | 4.00% | 0.45 CHF | 0.47 CHF | 120'000 | 25'000 | 106'724 | 25'000 | 51'942 CHF | 12'694 CHF | 100.00% | 100.00% |
08.07.2024 | 3.95% | 0.49 CHF | 0.51 CHF | 110'000 | 25'000 | 105'408 | 25'000 | 52'247 CHF | 12'900 CHF | 100.00% | 100.00% |
05.07.2024 | 3.84% | 0.50 CHF | 0.52 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 51'105 CHF | 13'276 CHF | 98.98% | 98.98% |
04.07.2024 | 3.69% | 0.50 CHF | 0.52 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 51'448 CHF | 13'345 CHF | 100.00% | 100.00% |
03.07.2024 | 3.94% | 0.51 CHF | 0.53 CHF | 100'000 | 25'000 | 104'782 | 25'000 | 51'906 CHF | 12'888 CHF | 100.00% | 100.00% |
02.07.2024 | 4.15% | 0.47 CHF | 0.49 CHF | 110'000 | 25'000 | 113'540 | 25'000 | 52'296 CHF | 12'012 CHF | 100.00% | 100.00% |