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 | 3.54% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 112'621 | 50'000 | 51'757 CHF | 23'818 CHF | 98.72% | 98.72% |
12.07.2024 | 4.07% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 116'602 | 50'000 | 52'713 CHF | 23'554 CHF | 99.38% | 99.38% |
11.07.2024 | 3.30% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 109'746 | 50'000 | 52'758 CHF | 24'842 CHF | 99.16% | 99.16% |
10.07.2024 | 3.43% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 108'357 | 50'000 | 53'011 CHF | 25'321 CHF | 100.00% | 100.00% |
09.07.2024 | 3.73% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 108'465 | 50'000 | 52'986 CHF | 25'364 CHF | 100.00% | 100.00% |
08.07.2024 | 4.05% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 110'041 | 50'000 | 51'696 CHF | 24'460 CHF | 100.00% | 100.00% |
05.07.2024 | 4.20% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 50'823 CHF | 24'092 CHF | 99.62% | 99.62% |
04.07.2024 | 3.81% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'633 CHF | 24'380 CHF | 100.00% | 100.00% |
03.07.2024 | 3.71% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 108'958 | 50'000 | 53'309 CHF | 25'393 CHF | 99.73% | 99.73% |
02.07.2024 | 2.96% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'930 CHF | 26'231 CHF | 100.00% | 100.00% |