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 | 4.81% | 0.35 CHF | 0.37 CHF | 123'541 | 50'000 | 121'958 | 50'000 | 47'613 CHF | 20'492 CHF | 55.05% | 55.05% |
12.07.2024 | 6.79% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'031 CHF | 10'735 CHF | 99.01% | 99.01% |
11.07.2024 | 6.74% | 0.42 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'293 CHF | 11'011 CHF | 99.09% | 99.09% |
10.07.2024 | 7.76% | 0.37 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'994 CHF | 9'717 CHF | 99.81% | 99.81% |
09.07.2024 | 6.87% | 0.39 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'156 CHF | 10'878 CHF | 100.00% | 100.00% |
08.07.2024 | 4.03% | 0.41 CHF | 0.43 CHF | 121'935 | 50'000 | 115'280 | 50'000 | 51'721 CHF | 23'379 CHF | 93.73% | 93.73% |
05.07.2024 | 4.04% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 117'779 | 50'000 | 52'790 CHF | 23'347 CHF | 98.86% | 98.86% |
04.07.2024 | 3.79% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 113'047 | 50'000 | 51'738 CHF | 23'780 CHF | 100.00% | 100.00% |
03.07.2024 | 5.49% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 56'540 | 33'561 | 25'117 CHF | 15'714 CHF | 99.81% | 99.81% |
02.07.2024 | 5.44% | 0.35 CHF | 0.37 CHF | 124'830 | 50'000 | 125'935 | 50'000 | 40'893 CHF | 17'146 CHF | 100.00% | 100.00% |