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 | 2.96% | 0.37 CHF | 0.38 CHF | 105'017 | 50'000 | 105'154 | 50'000 | 38'296 CHF | 18'759 CHF | 98.73% | 98.73% |
12.07.2024 | 5.90% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 40'342 | 29'682 | 13'167 CHF | 10'260 CHF | 91.77% | 91.77% |
11.07.2024 | 7.21% | 0.19 CHF | 0.20 CHF | 112'638 | 50'000 | 115'152 | 50'000 | 17'155 CHF | 8'010 CHF | 99.16% | 99.16% |
10.07.2024 | 9.21% | 0.14 CHF | 0.16 CHF | 115'665 | 50'000 | 116'210 | 50'000 | 15'159 CHF | 7'147 CHF | 100.00% | 100.00% |
09.07.2024 | 9.40% | 0.13 CHF | 0.15 CHF | 115'995 | 50'000 | 115'146 | 50'000 | 17'205 CHF | 8'207 CHF | 100.00% | 100.00% |
08.07.2024 | 7.34% | 0.16 CHF | 0.17 CHF | 114'890 | 50'000 | 115'074 | 50'000 | 17'076 CHF | 7'983 CHF | 100.00% | 100.00% |
05.07.2024 | 7.14% | 0.14 CHF | 0.15 CHF | 115'697 | 50'000 | 114'508 | 50'000 | 19'146 CHF | 8'978 CHF | 99.62% | 99.62% |
04.07.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 115'271 | 50'000 | 115'986 | 50'000 | 17'439 CHF | 8'018 CHF | 100.00% | 100.00% |
03.07.2024 | 7.32% | 0.15 CHF | 0.16 CHF | 115'858 | 50'000 | 116'223 | 50'000 | 16'699 CHF | 7'729 CHF | 99.73% | 99.73% |
02.07.2024 | 7.24% | 0.16 CHF | 0.17 CHF | 115'733 | 50'000 | 115'603 | 50'000 | 18'711 CHF | 8'701 CHF | 100.00% | 100.00% |