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 | 4.16% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 214'178 | 100'000 | 50'448 CHF | 24'582 CHF | 14.12% | 94.58% |
12.07.2024 | - | 0.19 CHF | 0.23 CHF | 270'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.38% |
11.07.2024 | 4.72% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 243'727 | 100'000 | 50'415 CHF | 21'862 CHF | 99.09% | 99.09% |
10.07.2024 | 2.67% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 140'307 | 100'000 | 51'904 CHF | 38'123 CHF | 100.00% | 100.00% |
09.07.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 145'167 | 100'000 | 51'728 CHF | 36'691 CHF | 100.00% | 100.00% |
08.07.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 134'959 | 100'000 | 51'756 CHF | 39'462 CHF | 100.00% | 100.00% |
05.07.2024 | 2.56% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 135'379 | 100'000 | 52'248 CHF | 39'697 CHF | 98.81% | 98.81% |
04.07.2024 | 2.49% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 130'296 | 100'000 | 51'616 CHF | 40'680 CHF | 100.00% | 100.00% |
03.07.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 118'205 | 100'000 | 52'691 CHF | 45'599 CHF | 99.73% | 99.73% |
02.07.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 112'261 | 100'000 | 52'661 CHF | 47'960 CHF | 100.00% | 100.00% |