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 | 5.84% | 0.50 CHF | 0.53 CHF | 100'000 | 75'000 | 103'879 | 75'000 | 51'793 CHF | 39'690 CHF | 99.72% | 99.72% |
12.07.2024 | 6.31% | 0.48 CHF | 0.51 CHF | 110'000 | 75'000 | 111'265 | 75'000 | 51'811 CHF | 37'214 CHF | 99.01% | 99.01% |
11.07.2024 | 5.77% | 0.48 CHF | 0.51 CHF | 110'000 | 75'000 | 119'066 | 75'000 | 52'397 CHF | 34'991 CHF | 99.08% | 99.08% |
10.07.2024 | 6.32% | 0.44 CHF | 0.47 CHF | 120'000 | 75'000 | 119'997 | 75'000 | 53'221 CHF | 35'438 CHF | 100.00% | 100.00% |
09.07.2024 | 5.75% | 0.44 CHF | 0.47 CHF | 120'000 | 75'000 | 119'458 | 75'000 | 52'927 CHF | 35'209 CHF | 100.00% | 100.00% |
08.07.2024 | 4.52% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 51'899 CHF | 33'937 CHF | 100.00% | 100.00% |
05.07.2024 | 4.54% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 51'706 CHF | 33'816 CHF | 98.86% | 98.86% |
04.07.2024 | 5.54% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 118'538 | 75'000 | 52'460 CHF | 35'111 CHF | 100.00% | 100.00% |
03.07.2024 | 4.70% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 128'853 | 75'000 | 53'168 CHF | 32'451 CHF | 99.82% | 99.82% |
02.07.2024 | 5.04% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 136'830 | 75'000 | 52'781 CHF | 30'448 CHF | 100.00% | 100.00% |