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 | 4.65% | 0.30 CHF | 0.31 CHF | 110'650 | 25'000 | 109'878 | 25'000 | 27'363 CHF | 6'517 CHF | 95.22% | 95.22% |
12.07.2024 | 4.51% | 0.20 CHF | 0.21 CHF | 109'260 | 25'000 | 110'074 | 25'000 | 28'058 CHF | 6'662 CHF | 99.01% | 99.01% |
11.07.2024 | 2.94% | 0.27 CHF | 0.28 CHF | 110'167 | 25'000 | 111'618 | 25'000 | 39'793 CHF | 9'169 CHF | 99.09% | 99.09% |
10.07.2024 | 2.81% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 112'311 | 25'000 | 48'151 CHF | 11'025 CHF | 100.00% | 100.00% |
09.07.2024 | 3.82% | 0.36 CHF | 0.37 CHF | 111'739 | 25'000 | 111'169 | 25'000 | 34'736 CHF | 8'109 CHF | 100.00% | 100.00% |
08.07.2024 | 3.58% | 0.33 CHF | 0.34 CHF | 111'236 | 25'000 | 110'998 | 25'000 | 35'573 CHF | 8'300 CHF | 100.00% | 100.00% |
05.07.2024 | 3.37% | 0.39 CHF | 0.40 CHF | 112'178 | 25'000 | 111'621 | 25'000 | 38'399 CHF | 8'891 CHF | 98.73% | 98.73% |
04.07.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 111'214 | 25'000 | 111'922 | 25'000 | 38'697 CHF | 8'945 CHF | 100.00% | 100.00% |
03.07.2024 | 3.39% | 0.44 CHF | 0.45 CHF | 113'309 | 25'000 | 111'862 | 25'000 | 39'226 CHF | 9'064 CHF | 99.73% | 99.73% |
02.07.2024 | 2.51% | 0.46 CHF | 0.47 CHF | 113'844 | 25'000 | 109'823 | 25'000 | 51'985 CHF | 12'136 CHF | 61.21% | 61.21% |