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 | 5.47% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 114'569 | 50'000 | 51'884 CHF | 23'982 CHF | 99.72% | 99.72% |
12.07.2024 | 7.49% | 0.47 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'371 CHF | 12'258 CHF | 99.01% | 99.01% |
11.07.2024 | 7.68% | 0.47 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'640 CHF | 12'570 CHF | 98.53% | 98.53% |
10.07.2024 | 6.59% | 0.43 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'569 CHF | 11'290 CHF | 99.81% | 99.81% |
09.07.2024 | 6.45% | 0.45 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'598 CHF | 12'372 CHF | 100.00% | 100.00% |
08.07.2024 | 5.43% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 103'068 | 50'000 | 51'382 CHF | 26'347 CHF | 100.00% | 100.00% |
05.07.2024 | 5.54% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 101'512 | 50'000 | 50'840 CHF | 26'478 CHF | 98.80% | 98.80% |
04.07.2024 | 5.51% | 0.51 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'074 CHF | 26'986 CHF | 100.00% | 100.00% |
03.07.2024 | 5.46% | 0.52 CHF | 0.55 CHF | 100'000 | 50'000 | 51'915 | 33'561 | 26'135 CHF | 17'814 CHF | 99.81% | 99.81% |
02.07.2024 | 4.51% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 129'075 | 50'000 | 52'172 CHF | 21'155 CHF | 100.00% | 100.00% |