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 | 3.05% | 0.51 CHF | 0.53 CHF | 100'000 | 7'500 | 92'849 | 7'500 | 52'787 CHF | 4'402 CHF | 95.21% | 95.21% |
12.07.2024 | 2.66% | 0.59 CHF | 0.61 CHF | 90'000 | 7'500 | 88'134 | 7'500 | 53'649 CHF | 4'692 CHF | 99.00% | 99.00% |
11.07.2024 | 3.03% | 0.58 CHF | 0.59 CHF | 90'000 | 7'500 | 91'127 | 7'500 | 52'166 CHF | 4'428 CHF | 97.33% | 97.33% |
10.07.2024 | 3.50% | 0.49 CHF | 0.51 CHF | 110'000 | 7'500 | 110'384 | 7'500 | 52'407 CHF | 3'689 CHF | 100.00% | 100.00% |
09.07.2024 | 3.52% | 0.49 CHF | 0.51 CHF | 110'000 | 7'500 | 109'818 | 7'500 | 52'100 CHF | 3'687 CHF | 100.00% | 100.00% |
08.07.2024 | 3.61% | 0.46 CHF | 0.48 CHF | 110'000 | 7'500 | 114'458 | 7'500 | 52'277 CHF | 3'554 CHF | 99.80% | 99.80% |
05.07.2024 | 3.82% | 0.45 CHF | 0.47 CHF | 120'000 | 7'500 | 91'015 | 7'500 | 40'986 CHF | 3'473 CHF | 89.33% | 98.81% |
04.07.2024 | 3.68% | 0.43 CHF | 0.45 CHF | 22'500 | 7'500 | 22'500 | 7'500 | 9'531 CHF | 3'296 CHF | 100.00% | 100.00% |
03.07.2024 | 4.56% | 0.36 CHF | 0.38 CHF | 22'500 | 7'500 | 22'500 | 7'500 | 8'199 CHF | 2'861 CHF | 99.73% | 99.73% |
02.07.2024 | 5.05% | 0.35 CHF | 0.37 CHF | 22'500 | 7'500 | 22'500 | 7'500 | 7'756 CHF | 2'719 CHF | 100.00% | 100.00% |