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 | 9.82% | 0.26 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'321 CHF | 6'968 CHF | 74.47% | 74.47% |
12.07.2024 | 5.56% | 0.35 CHF | 0.38 CHF | 142'997 | 50'000 | 148'506 | 50'000 | 47'763 CHF | 17'010 CHF | 93.48% | 93.48% |
11.07.2024 | 5.21% | 0.33 CHF | 0.35 CHF | 147'045 | 50'000 | 150'308 | 50'000 | 47'727 CHF | 16'731 CHF | 99.09% | 99.09% |
10.07.2024 | 5.21% | 0.31 CHF | 0.33 CHF | 149'759 | 50'000 | 152'522 | 50'000 | 46'927 CHF | 16'207 CHF | 93.70% | 93.70% |
09.07.2024 | 5.26% | 0.29 CHF | 0.31 CHF | 157'204 | 50'000 | 150'219 | 50'000 | 48'645 CHF | 17'094 CHF | 91.63% | 91.63% |
08.07.2024 | 6.77% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 138'372 | 50'000 | 52'173 CHF | 20'179 CHF | 72.60% | 72.60% |
05.07.2024 | 7.27% | 0.38 CHF | 0.41 CHF | 139'652 | 50'000 | 139'375 | 50'000 | 51'887 CHF | 20'021 CHF | 77.72% | 77.72% |
04.07.2024 | 5.56% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 146'855 | 50'000 | 49'504 CHF | 17'844 CHF | 83.69% | 83.69% |
03.07.2024 | 6.17% | 0.26 CHF | 0.27 CHF | 168'212 | 50'000 | 166'966 | 50'000 | 43'888 CHF | 13'984 CHF | 99.31% | 99.31% |
02.07.2024 | 6.81% | 0.26 CHF | 0.28 CHF | 169'420 | 50'000 | 176'934 | 50'000 | 42'470 CHF | 12'862 CHF | 97.52% | 97.52% |