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 | 6.02% | 0.21 CHF | 0.23 CHF | 105'017 | 50'000 | 105'113 | 50'000 | 22'684 CHF | 11'463 CHF | 98.73% | 98.73% |
12.07.2024 | 7.20% | 0.24 CHF | 0.26 CHF | 25'000 | 25'000 | 40'355 | 29'682 | 10'032 CHF | 7'807 CHF | 91.77% | 91.77% |
11.07.2024 | 2.35% | 0.39 CHF | 0.40 CHF | 112'520 | 50'000 | 115'110 | 50'000 | 49'615 CHF | 22'054 CHF | 99.16% | 99.16% |
10.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 115'652 | 50'000 | 114'193 | 50'000 | 51'303 CHF | 22'982 CHF | 80.50% | 80.50% |
09.07.2024 | 2.64% | 0.45 CHF | 0.46 CHF | 115'995 | 50'000 | 115'156 | 50'000 | 49'584 CHF | 22'106 CHF | 100.00% | 100.00% |
08.07.2024 | 2.85% | 0.43 CHF | 0.44 CHF | 115'071 | 50'000 | 115'093 | 50'000 | 49'743 CHF | 22'235 CHF | 100.00% | 100.00% |
05.07.2024 | 2.71% | 0.44 CHF | 0.45 CHF | 115'500 | 50'000 | 114'473 | 50'000 | 47'419 CHF | 21'279 CHF | 99.62% | 99.62% |
04.07.2024 | 2.58% | 0.42 CHF | 0.43 CHF | 115'013 | 50'000 | 115'697 | 50'000 | 49'817 CHF | 22'091 CHF | 100.00% | 100.00% |
03.07.2024 | 2.90% | 0.45 CHF | 0.47 CHF | 116'774 | 50'000 | 116'157 | 50'000 | 51'089 CHF | 22'639 CHF | 84.21% | 84.21% |
02.07.2024 | 2.76% | 0.43 CHF | 0.44 CHF | 115'699 | 50'000 | 115'472 | 50'000 | 48'652 CHF | 21'656 CHF | 100.00% | 100.00% |