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 | 3.33% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 99'406 | 50'000 | 53'365 CHF | 27'758 CHF | 99.72% | 99.72% |
12.07.2024 | 5.21% | 0.55 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'400 CHF | 14'116 CHF | 99.01% | 99.01% |
11.07.2024 | 4.90% | 0.55 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'644 CHF | 14'330 CHF | 99.09% | 99.09% |
10.07.2024 | 5.53% | 0.51 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'642 CHF | 13'360 CHF | 99.81% | 99.81% |
09.07.2024 | 5.00% | 0.53 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'622 CHF | 14'320 CHF | 100.00% | 100.00% |
08.07.2024 | 2.94% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 90'336 | 50'000 | 52'078 CHF | 29'690 CHF | 100.00% | 100.00% |
05.07.2024 | 3.29% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'987 CHF | 29'848 CHF | 98.72% | 98.72% |
04.07.2024 | 3.06% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'002 CHF | 30'362 CHF | 100.00% | 100.00% |
03.07.2024 | 4.24% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 47'258 | 33'561 | 27'494 CHF | 20'318 CHF | 99.81% | 99.81% |
02.07.2024 | 3.55% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 108'644 | 50'000 | 53'094 CHF | 25'330 CHF | 100.00% | 100.00% |