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 | 4.19% | 0.38 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'284 CHF | 22'190 CHF | 99.73% | 99.73% |
12.07.2024 | 6.66% | 0.44 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'622 CHF | 11'353 CHF | 99.01% | 99.01% |
11.07.2024 | 6.05% | 0.44 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'945 CHF | 11'626 CHF | 97.88% | 97.88% |
10.07.2024 | 6.96% | 0.39 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'609 CHF | 10'300 CHF | 99.81% | 99.81% |
09.07.2024 | 6.02% | 0.41 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'799 CHF | 11'469 CHF | 100.00% | 100.00% |
08.07.2024 | 4.03% | 0.43 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'503 CHF | 24'469 CHF | 100.00% | 100.00% |
05.07.2024 | 3.72% | 0.48 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'610 CHF | 24'505 CHF | 98.86% | 98.86% |
04.07.2024 | 3.88% | 0.48 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'018 CHF | 24'970 CHF | 100.00% | 100.00% |
03.07.2024 | 5.18% | 0.49 CHF | 0.51 CHF | 50'000 | 50'000 | 33'561 | 33'561 | 15'796 CHF | 16'583 CHF | 99.81% | 99.81% |
02.07.2024 | 4.97% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'451 CHF | 18'338 CHF | 100.00% | 100.00% |