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 | 5.85% | 0.44 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'017 CHF | 11'680 CHF | 74.48% | 74.48% |
12.07.2024 | 3.24% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'861 | 50'000 | 51'001 CHF | 26'122 CHF | 97.56% | 97.56% |
11.07.2024 | 3.23% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'736 | 50'000 | 50'977 CHF | 26'140 CHF | 99.09% | 99.09% |
10.07.2024 | 3.06% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 103'515 | 50'000 | 51'478 CHF | 25'649 CHF | 93.70% | 93.70% |
09.07.2024 | 3.11% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 101'769 | 50'000 | 52'151 CHF | 26'459 CHF | 97.68% | 97.68% |
08.07.2024 | 2.86% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 94'229 | 50'000 | 52'341 CHF | 28'594 CHF | 99.79% | 99.79% |
05.07.2024 | 2.80% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 96'670 | 50'000 | 53'220 CHF | 28'326 CHF | 98.87% | 98.87% |
04.07.2024 | 3.01% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'552 | 50'000 | 52'231 CHF | 26'773 CHF | 99.72% | 99.72% |
03.07.2024 | 3.62% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 118'776 | 50'000 | 52'659 CHF | 22'992 CHF | 99.31% | 99.31% |
02.07.2024 | 3.73% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 123'975 | 50'000 | 52'156 CHF | 21'853 CHF | 95.71% | 95.71% |