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 | 6.71% | 0.40 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'930 CHF | 10'619 CHF | 74.47% | 74.47% |
12.07.2024 | 3.74% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 108'894 | 50'000 | 51'535 CHF | 24'578 CHF | 97.56% | 97.56% |
11.07.2024 | 3.29% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'990 CHF | 24'422 CHF | 99.09% | 99.09% |
10.07.2024 | 3.37% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 110'268 | 50'000 | 51'047 CHF | 23'944 CHF | 93.70% | 93.70% |
09.07.2024 | 3.92% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 110'450 | 50'000 | 52'584 CHF | 24'797 CHF | 96.37% | 96.37% |
08.07.2024 | 5.25% | 0.50 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'206 CHF | 27'512 CHF | 99.79% | 99.79% |
05.07.2024 | 4.72% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'018 CHF | 27'268 CHF | 98.87% | 98.87% |
04.07.2024 | 3.98% | 0.50 CHF | 0.53 CHF | 100'000 | 50'000 | 106'871 | 50'000 | 52'090 CHF | 25'405 CHF | 99.72% | 99.72% |
03.07.2024 | 3.44% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 127'016 | 50'000 | 52'220 CHF | 21'290 CHF | 99.31% | 99.31% |
02.07.2024 | 3.81% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 134'513 | 50'000 | 52'119 CHF | 20'144 CHF | 95.71% | 95.71% |