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 | 4.44% | 0.29 CHF | 0.31 CHF | 105'017 | 50'000 | 105'113 | 50'000 | 31'093 CHF | 15'463 CHF | 98.73% | 98.73% |
12.07.2024 | 5.46% | 0.32 CHF | 0.34 CHF | 25'000 | 25'000 | 40'355 | 29'682 | 13'261 CHF | 10'182 CHF | 91.77% | 91.77% |
11.07.2024 | 1.98% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 102'006 | 50'000 | 52'053 CHF | 26'054 CHF | 99.15% | 99.15% |
10.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'954 CHF | 26'987 CHF | 100.00% | 100.00% |
09.07.2024 | 2.23% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'058 CHF | 26'106 CHF | 100.00% | 100.00% |
08.07.2024 | 2.41% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'218 CHF | 26'235 CHF | 100.00% | 100.00% |
05.07.2024 | 2.27% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 107'842 | 50'000 | 53'264 CHF | 25'279 CHF | 99.62% | 99.62% |
04.07.2024 | 2.18% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'057 CHF | 26'091 CHF | 100.00% | 100.00% |
03.07.2024 | 2.44% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'070 CHF | 26'680 CHF | 99.73% | 99.73% |
02.07.2024 | 2.33% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 101'325 | 50'000 | 50'781 CHF | 25'656 CHF | 100.00% | 100.00% |