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 | 4.66% | 0.34 CHF | 0.35 CHF | 123'462 | 50'000 | 121'867 | 50'000 | 46'517 CHF | 20'001 CHF | 92.20% | 92.20% |
12.07.2024 | 7.06% | 0.40 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'580 CHF | 10'281 CHF | 99.01% | 99.01% |
11.07.2024 | 6.93% | 0.40 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'837 CHF | 10'543 CHF | 99.09% | 99.09% |
10.07.2024 | 8.25% | 0.35 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'513 CHF | 9'241 CHF | 99.81% | 99.81% |
09.07.2024 | 7.09% | 0.37 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'694 CHF | 10'406 CHF | 100.00% | 100.00% |
08.07.2024 | 4.32% | 0.39 CHF | 0.41 CHF | 121'935 | 50'000 | 120'279 | 50'000 | 51'706 CHF | 22'445 CHF | 91.92% | 91.92% |
05.07.2024 | 4.33% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'499 CHF | 22'407 CHF | 98.86% | 98.86% |
04.07.2024 | 4.03% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 119'981 | 50'000 | 52'681 CHF | 22'857 CHF | 100.00% | 100.00% |
03.07.2024 | 5.71% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 43'733 | 29'908 | 18'908 CHF | 13'590 CHF | 81.66% | 81.66% |
02.07.2024 | 5.78% | 0.33 CHF | 0.35 CHF | 124'994 | 50'000 | 125'939 | 50'000 | 38'617 CHF | 16'245 CHF | 99.99% | 99.99% |