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 | 5.76% | 0.27 CHF | 0.29 CHF | 123'507 | 50'000 | 121'855 | 50'000 | 38'912 CHF | 16'919 CHF | 99.73% | 99.73% |
12.07.2024 | 8.61% | 0.33 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'996 CHF | 8'714 CHF | 99.01% | 99.01% |
11.07.2024 | 8.25% | 0.34 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'272 CHF | 8'984 CHF | 99.09% | 99.09% |
10.07.2024 | 9.82% | 0.29 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'973 CHF | 7'688 CHF | 99.81% | 99.81% |
09.07.2024 | 8.52% | 0.31 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'141 CHF | 8'864 CHF | 100.00% | 100.00% |
08.07.2024 | 4.49% | 0.33 CHF | 0.35 CHF | 121'935 | 50'000 | 120'665 | 50'000 | 44'303 CHF | 19'202 CHF | 100.00% | 100.00% |
05.07.2024 | 4.93% | 0.37 CHF | 0.39 CHF | 120'731 | 50'000 | 120'978 | 50'000 | 44'439 CHF | 19'296 CHF | 98.86% | 98.86% |
04.07.2024 | 4.43% | 0.38 CHF | 0.39 CHF | 120'941 | 50'000 | 121'058 | 50'000 | 45'617 CHF | 19'694 CHF | 100.00% | 100.00% |
03.07.2024 | 6.74% | 0.39 CHF | 0.40 CHF | 120'699 | 50'000 | 58'033 | 33'561 | 21'100 CHF | 13'009 CHF | 99.81% | 99.81% |
02.07.2024 | 7.30% | 0.27 CHF | 0.29 CHF | 124'970 | 50'000 | 125'926 | 50'000 | 30'729 CHF | 13'126 CHF | 100.00% | 100.00% |