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 | 4.77% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'224 CHF | 19'113 CHF | 99.72% | 99.72% |
12.07.2024 | 7.63% | 0.38 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'106 CHF | 9'828 CHF | 99.01% | 99.01% |
11.07.2024 | 6.92% | 0.38 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'392 CHF | 10'065 CHF | 99.04% | 99.04% |
10.07.2024 | 8.39% | 0.33 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'059 CHF | 8'759 CHF | 99.81% | 99.81% |
09.07.2024 | 7.03% | 0.35 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'254 CHF | 9'928 CHF | 100.00% | 100.00% |
08.07.2024 | 4.59% | 0.37 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'485 CHF | 21'446 CHF | 100.00% | 100.00% |
05.07.2024 | 4.44% | 0.42 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'542 CHF | 21'474 CHF | 98.86% | 98.86% |
04.07.2024 | 4.57% | 0.42 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'983 CHF | 21'963 CHF | 100.00% | 100.00% |
03.07.2024 | 5.49% | 0.43 CHF | 0.45 CHF | 50'000 | 50'000 | 33'561 | 33'561 | 13'747 CHF | 14'467 CHF | 99.81% | 99.81% |
02.07.2024 | 6.23% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'341 CHF | 15'261 CHF | 100.00% | 100.00% |