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 | 3.53% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 110'669 | 50'000 | 52'638 CHF | 24'673 CHF | 82.98% | 82.98% |
12.07.2024 | 5.75% | 0.49 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'809 CHF | 12'508 CHF | 99.01% | 99.01% |
11.07.2024 | 5.71% | 0.49 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'063 CHF | 12'771 CHF | 98.71% | 98.71% |
10.07.2024 | 6.54% | 0.44 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'756 CHF | 11'480 CHF | 99.81% | 99.81% |
09.07.2024 | 5.87% | 0.46 CHF | 0.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'920 CHF | 12'641 CHF | 100.00% | 100.00% |
08.07.2024 | 3.57% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 100'939 | 50'000 | 52'322 CHF | 26'873 CHF | 100.00% | 100.00% |
05.07.2024 | 3.66% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'865 CHF | 26'899 CHF | 98.86% | 98.86% |
04.07.2024 | 3.36% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'886 CHF | 27'347 CHF | 100.00% | 100.00% |
03.07.2024 | 4.68% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 50'767 | 33'561 | 26'173 CHF | 18'079 CHF | 99.81% | 99.81% |
02.07.2024 | 4.65% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 125'597 | 50'000 | 49'578 CHF | 20'685 CHF | 98.88% | 98.88% |