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 | 6.88% | 0.55 CHF | 0.59 CHF | 100'000 | 50'000 | 98'876 | 50'000 | 54'078 CHF | 29'303 CHF | 99.72% | 99.72% |
12.07.2024 | 7.31% | 0.52 CHF | 0.56 CHF | 100'000 | 50'000 | 104'357 | 50'000 | 52'027 CHF | 26'837 CHF | 82.26% | 82.26% |
11.07.2024 | 7.65% | 0.48 CHF | 0.52 CHF | 110'000 | 50'000 | 108'349 | 50'000 | 52'280 CHF | 26'072 CHF | 93.83% | 93.83% |
10.07.2024 | 7.55% | 0.51 CHF | 0.55 CHF | 100'000 | 50'000 | 106'611 | 50'000 | 51'849 CHF | 26'255 CHF | 93.06% | 93.06% |
09.07.2024 | 6.99% | 0.48 CHF | 0.52 CHF | 110'000 | 50'000 | 109'292 | 50'000 | 52'785 CHF | 25'902 CHF | 100.00% | 100.00% |
08.07.2024 | 7.35% | 0.49 CHF | 0.52 CHF | 110'000 | 50'000 | 103'190 | 50'000 | 51'839 CHF | 27'056 CHF | 92.77% | 92.77% |
05.07.2024 | 6.17% | 0.52 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'569 CHF | 27'424 CHF | 96.72% | 96.72% |
04.07.2024 | 7.33% | 0.51 CHF | 0.54 CHF | 100'000 | 50'000 | 93'486 | 47'829 | 47'598 CHF | 26'161 CHF | 100.00% | 100.00% |
03.07.2024 | 10.45% | 0.52 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'622 CHF | 15'122 CHF | 100.00% | 100.00% |
02.07.2024 | 9.06% | 0.61 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'930 CHF | 16'345 CHF | 100.00% | 100.00% |