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 | 3.59% | 0.30 CHF | 0.31 CHF | 118'137 | 50'000 | 117'373 | 50'000 | 32'169 CHF | 14'202 CHF | 98.52% | 98.52% |
12.07.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 118'071 | 50'000 | 117'869 | 50'000 | 33'505 CHF | 14'712 CHF | 99.38% | 99.38% |
11.07.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 117'980 | 50'000 | 118'027 | 50'000 | 33'772 CHF | 14'807 CHF | 99.16% | 99.16% |
10.07.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 119'310 | 50'000 | 119'850 | 50'000 | 40'386 CHF | 17'348 CHF | 100.00% | 100.00% |
09.07.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 120'442 | 50'000 | 119'975 | 50'000 | 40'984 CHF | 17'580 CHF | 100.00% | 100.00% |
08.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 120'187 | 50'000 | 119'789 | 50'000 | 41'523 CHF | 17'832 CHF | 100.00% | 100.00% |
05.07.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 120'712 | 50'000 | 120'505 | 50'000 | 42'840 CHF | 18'275 CHF | 99.62% | 99.62% |
04.07.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 120'334 | 50'000 | 120'762 | 50'000 | 42'958 CHF | 18'285 CHF | 100.00% | 100.00% |
03.07.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 121'716 | 50'000 | 122'196 | 50'000 | 47'735 CHF | 20'031 CHF | 99.73% | 99.73% |
02.07.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 122'426 | 50'000 | 120'766 | 50'000 | 50'971 CHF | 21'610 CHF | 100.00% | 100.00% |