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 | 3.87% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 110'816 | 50'000 | 52'566 CHF | 24'706 CHF | 98.99% | 98.99% |
12.07.2024 | 3.99% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'728 | 50'000 | 50'619 CHF | 26'156 CHF | 98.77% | 98.77% |
11.07.2024 | 3.91% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'322 CHF | 27'204 CHF | 99.09% | 99.09% |
10.07.2024 | 4.01% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 100'980 | 50'000 | 50'724 CHF | 26'149 CHF | 100.00% | 100.00% |
09.07.2024 | 3.80% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 100'018 | 50'000 | 52'749 CHF | 27'391 CHF | 100.00% | 100.00% |
08.07.2024 | 3.62% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 95'302 | 50'000 | 52'555 CHF | 28'618 CHF | 100.00% | 100.00% |
05.07.2024 | 3.69% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 108'478 | 50'000 | 52'476 CHF | 25'140 CHF | 94.77% | 94.77% |
04.07.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 115'053 | 50'000 | 52'083 CHF | 23'197 CHF | 100.00% | 100.00% |
03.07.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 53'212 CHF | 22'692 CHF | 99.82% | 99.82% |
02.07.2024 | 2.40% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 120'117 | 50'000 | 51'817 CHF | 22'095 CHF | 100.00% | 100.00% |