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 | 7.52% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 404'913 | 404'913 | 51'885 CHF | 55'934 CHF | 100.00% | 100.00% |
12.07.2024 | 7.34% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 391'163 | 391'170 | 51'388 CHF | 55'301 CHF | 98.45% | 98.45% |
11.07.2024 | 5.51% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 290'507 | 290'501 | 51'293 CHF | 54'197 CHF | 98.44% | 98.44% |
10.07.2024 | 1.80% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'263 CHF | 56'263 CHF | 99.79% | 99.79% |
09.07.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 101'349 | 101'349 | 52'428 CHF | 53'442 CHF | 100.00% | 100.00% |
08.07.2024 | 2.07% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 118'682 | 118'680 | 56'810 CHF | 57'996 CHF | 98.97% | 98.97% |
05.07.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'173 CHF | 56'423 CHF | 100.00% | 100.00% |
04.07.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'823 CHF | 57'073 CHF | 98.16% | 98.16% |
03.07.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'319 | 125'319 | 52'626 CHF | 53'879 CHF | 100.00% | 100.00% |
02.07.2024 | 2.74% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 149'020 | 149'021 | 53'707 CHF | 55'198 CHF | 100.00% | 100.00% |