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 | 3.61% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 101'032 | 50'000 | 53'403 CHF | 27'448 CHF | 99.44% | 99.44% |
12.07.2024 | 5.23% | 0.54 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'258 CHF | 13'969 CHF | 99.01% | 99.01% |
11.07.2024 | 5.16% | 0.55 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'530 CHF | 14'247 CHF | 99.09% | 99.09% |
10.07.2024 | 5.72% | 0.50 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'232 CHF | 12'951 CHF | 99.81% | 99.81% |
09.07.2024 | 5.26% | 0.52 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'398 CHF | 14'121 CHF | 100.00% | 100.00% |
08.07.2024 | 3.10% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 91'345 | 50'000 | 52'569 CHF | 29'701 CHF | 99.86% | 99.86% |
05.07.2024 | 3.23% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'924 CHF | 29'793 CHF | 98.86% | 98.86% |
04.07.2024 | 2.92% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'704 CHF | 30'147 CHF | 100.00% | 100.00% |
03.07.2024 | 4.29% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 47'434 | 33'561 | 27'224 CHF | 20'062 CHF | 99.81% | 99.81% |
02.07.2024 | 3.91% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 116'345 | 50'000 | 52'838 CHF | 23'639 CHF | 100.00% | 100.00% |