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 | 3.80% | 0.41 CHF | 0.43 CHF | 123'541 | 50'000 | 112'485 | 50'000 | 52'015 CHF | 24'061 CHF | 95.58% | 95.58% |
12.07.2024 | 5.84% | 0.48 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'552 CHF | 12'246 CHF | 99.01% | 99.01% |
11.07.2024 | 5.82% | 0.48 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'813 CHF | 12'521 CHF | 98.72% | 98.72% |
10.07.2024 | 6.65% | 0.43 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'503 CHF | 11'223 CHF | 99.81% | 99.81% |
09.07.2024 | 5.99% | 0.45 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'665 CHF | 12'385 CHF | 100.00% | 100.00% |
08.07.2024 | 3.55% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 102'718 | 50'000 | 52'074 CHF | 26'293 CHF | 100.00% | 100.00% |
05.07.2024 | 3.56% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'828 CHF | 26'334 CHF | 98.86% | 98.86% |
04.07.2024 | 3.28% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'740 CHF | 26'733 CHF | 100.00% | 100.00% |
03.07.2024 | 4.79% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 51'915 | 33'561 | 26'222 CHF | 17'743 CHF | 99.81% | 99.81% |
02.07.2024 | 4.80% | 0.42 CHF | 0.43 CHF | 125'180 | 50'000 | 126'039 | 50'000 | 48'220 CHF | 20'071 CHF | 93.38% | 93.38% |