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 | 5.63% | 0.28 CHF | 0.30 CHF | 123'507 | 50'000 | 121'845 | 50'000 | 40'188 CHF | 17'448 CHF | 99.44% | 99.44% |
12.07.2024 | 8.35% | 0.34 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'258 CHF | 8'976 CHF | 99.01% | 99.01% |
11.07.2024 | 8.14% | 0.35 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'534 CHF | 9'257 CHF | 99.09% | 99.09% |
10.07.2024 | 9.50% | 0.30 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'238 CHF | 7'956 CHF | 99.81% | 99.81% |
09.07.2024 | 8.23% | 0.32 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'402 CHF | 9'122 CHF | 100.00% | 100.00% |
08.07.2024 | 4.37% | 0.34 CHF | 0.36 CHF | 121'935 | 50'000 | 120'665 | 50'000 | 45'510 CHF | 19'702 CHF | 100.00% | 100.00% |
05.07.2024 | 4.80% | 0.38 CHF | 0.40 CHF | 120'731 | 50'000 | 120'978 | 50'000 | 45'649 CHF | 19'796 CHF | 98.86% | 98.86% |
04.07.2024 | 4.44% | 0.39 CHF | 0.40 CHF | 120'941 | 50'000 | 121'063 | 50'000 | 46'772 CHF | 20'194 CHF | 100.00% | 100.00% |
03.07.2024 | 6.49% | 0.40 CHF | 0.41 CHF | 120'737 | 50'000 | 58'037 | 33'561 | 21'727 CHF | 13'361 CHF | 99.81% | 99.81% |
02.07.2024 | 6.90% | 0.28 CHF | 0.30 CHF | 124'870 | 50'000 | 125'935 | 50'000 | 32'095 CHF | 13'655 CHF | 100.00% | 100.00% |