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 | 8.22% | 0.31 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'747 CHF | 8'410 CHF | 74.47% | 74.47% |
12.07.2024 | 4.74% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 141'813 | 50'000 | 51'271 CHF | 18'964 CHF | 97.56% | 97.56% |
11.07.2024 | 4.05% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 140'736 | 50'000 | 51'434 CHF | 19'031 CHF | 99.09% | 99.09% |
10.07.2024 | 4.42% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 143'145 | 50'000 | 51'089 CHF | 18'660 CHF | 93.70% | 93.70% |
09.07.2024 | 4.35% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 141'032 | 50'000 | 52'049 CHF | 19'292 CHF | 97.68% | 97.68% |
08.07.2024 | 3.96% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 52'221 CHF | 20'896 CHF | 99.79% | 99.79% |
05.07.2024 | 4.02% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 130'247 | 50'000 | 51'711 CHF | 20'666 CHF | 98.87% | 98.87% |
04.07.2024 | 3.96% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 138'085 | 50'000 | 51'432 CHF | 19'395 CHF | 99.72% | 99.72% |
03.07.2024 | 5.24% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 166'854 | 50'000 | 51'915 CHF | 16'402 CHF | 99.31% | 99.31% |
02.07.2024 | 4.74% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 175'767 | 50'000 | 51'762 CHF | 15'451 CHF | 98.86% | 98.86% |