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 | 9.07% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'889 CHF | 7'543 CHF | 74.48% | 74.48% |
12.07.2024 | 4.51% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 158'172 | 50'000 | 52'048 CHF | 17'223 CHF | 97.56% | 97.56% |
11.07.2024 | 5.18% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 158'078 | 50'000 | 51'999 CHF | 17'329 CHF | 99.09% | 99.09% |
10.07.2024 | 4.61% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 160'265 | 50'000 | 51'727 CHF | 16'901 CHF | 93.70% | 93.70% |
09.07.2024 | 4.88% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 155'028 | 50'000 | 51'777 CHF | 17'567 CHF | 97.68% | 97.68% |
08.07.2024 | 4.35% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 140'033 | 50'000 | 51'655 CHF | 19'264 CHF | 99.79% | 99.79% |
05.07.2024 | 4.85% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 141'077 | 50'000 | 51'245 CHF | 19'071 CHF | 98.87% | 98.87% |
04.07.2024 | 4.75% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 154'351 | 50'000 | 52'138 CHF | 17'736 CHF | 99.72% | 99.72% |
03.07.2024 | 5.03% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 183'361 | 50'000 | 50'929 CHF | 14'614 CHF | 99.31% | 99.31% |
02.07.2024 | 6.22% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 196'889 | 50'000 | 50'935 CHF | 13'776 CHF | 98.86% | 98.86% |