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 | 7.33% | 0.20 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'355 CHF | 13'284 CHF | 99.72% | 99.72% |
12.07.2024 | 10.61% | 0.26 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'183 CHF | 6'874 CHF | 99.01% | 99.01% |
11.07.2024 | 10.54% | 0.27 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'464 CHF | 7'183 CHF | 97.88% | 97.88% |
10.07.2024 | 12.79% | 0.21 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'161 CHF | 5'859 CHF | 99.81% | 99.81% |
09.07.2024 | 10.69% | 0.23 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'335 CHF | 7'049 CHF | 100.00% | 100.00% |
08.07.2024 | 6.19% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'597 CHF | 15'527 CHF | 100.00% | 100.00% |
05.07.2024 | 5.65% | 0.30 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'771 CHF | 15'630 CHF | 98.86% | 98.86% |
04.07.2024 | 6.08% | 0.30 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'087 CHF | 16'033 CHF | 100.00% | 100.00% |
03.07.2024 | 8.35% | 0.31 CHF | 0.33 CHF | 50'000 | 50'000 | 33'561 | 33'561 | 9'797 CHF | 10'596 CHF | 99.81% | 99.81% |
02.07.2024 | 9.41% | 0.20 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'608 CHF | 9'451 CHF | 100.00% | 100.00% |