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 | 9.49% | 0.36 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'885 CHF | 9'773 CHF | 74.46% | 74.46% |
12.07.2024 | 6.23% | 0.46 CHF | 0.49 CHF | 110'000 | 50'000 | 118'893 | 50'000 | 51'472 CHF | 23'052 CHF | 97.44% | 97.44% |
11.07.2024 | 6.13% | 0.44 CHF | 0.47 CHF | 120'000 | 50'000 | 120'778 | 50'000 | 51'569 CHF | 22'705 CHF | 93.84% | 93.84% |
10.07.2024 | 6.16% | 0.42 CHF | 0.45 CHF | 120'000 | 50'000 | 125'448 | 50'000 | 52'096 CHF | 22'096 CHF | 93.70% | 93.70% |
09.07.2024 | 6.09% | 0.40 CHF | 0.43 CHF | 130'000 | 50'000 | 119'912 | 50'000 | 52'056 CHF | 23'117 CHF | 95.64% | 95.64% |
08.07.2024 | 5.34% | 0.47 CHF | 0.50 CHF | 110'000 | 50'000 | 106'785 | 50'000 | 52'470 CHF | 25'929 CHF | 98.27% | 98.27% |
05.07.2024 | 5.19% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 106'687 | 50'000 | 52'117 CHF | 25'743 CHF | 83.34% | 83.34% |
04.07.2024 | 5.86% | 0.47 CHF | 0.50 CHF | 110'000 | 50'000 | 116'401 | 50'000 | 52'289 CHF | 23'849 CHF | 78.68% | 78.68% |
03.07.2024 | 6.95% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 141'504 | 50'000 | 51'791 CHF | 19'627 CHF | 99.31% | 99.31% |
02.07.2024 | 6.12% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 151'061 | 50'000 | 51'640 CHF | 18'223 CHF | 55.76% | 55.76% |