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 | 7.66% | 0.48 CHF | 0.52 CHF | 110'000 | 50'000 | 109'612 | 50'000 | 52'849 CHF | 26'030 CHF | 99.72% | 99.72% |
12.07.2024 | 7.90% | 0.46 CHF | 0.50 CHF | 110'000 | 50'000 | 118'493 | 50'000 | 52'404 CHF | 23'944 CHF | 82.26% | 82.26% |
11.07.2024 | 8.62% | 0.42 CHF | 0.46 CHF | 120'000 | 50'000 | 120'715 | 50'000 | 51'312 CHF | 23'201 CHF | 93.83% | 93.83% |
10.07.2024 | 7.78% | 0.46 CHF | 0.49 CHF | 110'000 | 50'000 | 119'285 | 50'000 | 51'599 CHF | 23'385 CHF | 93.06% | 93.06% |
09.07.2024 | 8.66% | 0.42 CHF | 0.46 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'133 CHF | 23'235 CHF | 100.00% | 100.00% |
08.07.2024 | 7.72% | 0.43 CHF | 0.47 CHF | 120'000 | 50'000 | 118'069 | 50'000 | 52'793 CHF | 24'163 CHF | 92.77% | 92.77% |
05.07.2024 | 7.90% | 0.46 CHF | 0.50 CHF | 110'000 | 50'000 | 118'714 | 50'000 | 53'556 CHF | 24'419 CHF | 96.72% | 96.72% |
04.07.2024 | 8.31% | 0.45 CHF | 0.48 CHF | 120'000 | 50'000 | 110'722 | 47'829 | 49'606 CHF | 23'267 CHF | 100.00% | 100.00% |
03.07.2024 | 11.76% | 0.46 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'024 CHF | 13'524 CHF | 100.00% | 100.00% |
02.07.2024 | 10.04% | 0.54 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'412 CHF | 14'827 CHF | 100.00% | 100.00% |