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 | 5.73% | 0.22 CHF | 0.23 CHF | 159'828 | 75'000 | 159'004 | 75'000 | 37'126 CHF | 18'551 CHF | 98.73% | 98.73% |
12.07.2024 | 10.54% | 0.25 CHF | 0.28 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 8'656 CHF | 9'614 CHF | 99.38% | 99.38% |
11.07.2024 | 8.46% | 0.24 CHF | 0.26 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'976 CHF | 11'934 CHF | 98.49% | 98.49% |
10.07.2024 | 2.59% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 90'063 | 75'000 | 52'526 CHF | 44'891 CHF | 100.00% | 100.00% |
09.07.2024 | 2.86% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 91'091 | 75'000 | 51'258 CHF | 43'447 CHF | 100.00% | 100.00% |
08.07.2024 | 2.70% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 99'840 | 75'000 | 53'606 CHF | 41'376 CHF | 100.00% | 100.00% |
05.07.2024 | 3.00% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 101'118 | 75'000 | 51'395 CHF | 39'298 CHF | 99.62% | 99.62% |
04.07.2024 | 3.07% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'124 CHF | 39'541 CHF | 100.00% | 100.00% |
03.07.2024 | 2.93% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 108'631 | 75'000 | 53'303 CHF | 37'907 CHF | 99.47% | 99.47% |
02.07.2024 | 3.22% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 117'172 | 75'000 | 52'517 CHF | 34'751 CHF | 100.00% | 100.00% |