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 | 4.63% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 141'670 | 50'000 | 52'230 CHF | 19'335 CHF | 99.73% | 99.73% |
12.07.2024 | 7.27% | 0.38 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'180 CHF | 9'873 CHF | 99.01% | 99.01% |
11.07.2024 | 7.10% | 0.38 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'393 CHF | 10'084 CHF | 99.09% | 99.09% |
10.07.2024 | 8.04% | 0.35 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'567 CHF | 9'282 CHF | 99.81% | 99.81% |
09.07.2024 | 7.12% | 0.36 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'381 CHF | 10'073 CHF | 100.00% | 100.00% |
08.07.2024 | 4.55% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 130'404 | 50'000 | 52'482 CHF | 21'064 CHF | 100.00% | 100.00% |
05.07.2024 | 4.61% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 129'202 | 50'000 | 52'433 CHF | 21'253 CHF | 98.72% | 98.72% |
04.07.2024 | 4.32% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 123'455 | 50'000 | 51'395 CHF | 21'746 CHF | 100.00% | 100.00% |
03.07.2024 | 5.88% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 59'314 | 33'561 | 24'364 CHF | 14'570 CHF | 99.81% | 99.81% |
02.07.2024 | 5.34% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 156'803 | 50'000 | 52'215 CHF | 17'576 CHF | 100.00% | 100.00% |