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 | 9.48% | 0.40 CHF | 0.43 CHF | 130'000 | 50'000 | 130'625 | 50'000 | 51'537 CHF | 21'696 CHF | 99.72% | 99.72% |
12.07.2024 | 10.09% | 0.37 CHF | 0.41 CHF | 140'000 | 50'000 | 144'415 | 50'000 | 51'667 CHF | 19'802 CHF | 82.26% | 82.26% |
11.07.2024 | 10.72% | 0.34 CHF | 0.38 CHF | 150'000 | 50'000 | 151'775 | 50'000 | 52'032 CHF | 19'114 CHF | 93.83% | 93.83% |
10.07.2024 | 9.63% | 0.37 CHF | 0.41 CHF | 140'000 | 50'000 | 146'611 | 50'000 | 51'744 CHF | 19'450 CHF | 93.06% | 93.06% |
09.07.2024 | 9.04% | 0.35 CHF | 0.39 CHF | 150'000 | 50'000 | 145'843 | 50'000 | 51'642 CHF | 19'392 CHF | 100.00% | 100.00% |
08.07.2024 | 9.43% | 0.35 CHF | 0.39 CHF | 150'000 | 50'000 | 140'839 | 50'000 | 51'956 CHF | 20'275 CHF | 93.06% | 93.06% |
05.07.2024 | 9.48% | 0.39 CHF | 0.42 CHF | 130'000 | 50'000 | 139'997 | 50'000 | 51'966 CHF | 20'408 CHF | 96.72% | 96.72% |
04.07.2024 | 9.91% | 0.37 CHF | 0.40 CHF | 140'000 | 50'000 | 129'994 | 47'829 | 48'033 CHF | 19'472 CHF | 100.00% | 100.00% |
03.07.2024 | 13.97% | 0.38 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'009 CHF | 11'509 CHF | 100.00% | 100.00% |
02.07.2024 | 11.91% | 0.46 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'262 CHF | 12'683 CHF | 100.00% | 100.00% |