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 | 4.70% | 0.23 CHF | 0.24 CHF | 118'281 | 50'000 | 117'401 | 50'000 | 24'478 CHF | 10'923 CHF | 98.52% | 98.52% |
12.07.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 117'942 | 50'000 | 117'811 | 50'000 | 25'715 CHF | 11'413 CHF | 99.38% | 99.38% |
11.07.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 117'823 | 50'000 | 118'052 | 50'000 | 25'962 CHF | 11'496 CHF | 99.15% | 99.15% |
10.07.2024 | 3.61% | 0.25 CHF | 0.26 CHF | 119'217 | 50'000 | 119'758 | 50'000 | 32'611 CHF | 14'114 CHF | 100.00% | 100.00% |
09.07.2024 | 3.57% | 0.29 CHF | 0.30 CHF | 120'281 | 50'000 | 119'956 | 50'000 | 33'043 CHF | 14'272 CHF | 100.00% | 100.00% |
08.07.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 120'201 | 50'000 | 119'836 | 50'000 | 33'405 CHF | 14'438 CHF | 100.00% | 100.00% |
05.07.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 120'591 | 50'000 | 120'435 | 50'000 | 34'985 CHF | 15'024 CHF | 99.61% | 99.61% |
04.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 120'495 | 50'000 | 120'774 | 50'000 | 35'068 CHF | 15'017 CHF | 100.00% | 100.00% |
03.07.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 121'579 | 50'000 | 122'229 | 50'000 | 39'758 CHF | 16'762 CHF | 99.73% | 99.73% |
02.07.2024 | 2.77% | 0.33 CHF | 0.34 CHF | 122'701 | 50'000 | 123'522 | 50'000 | 44'086 CHF | 18'343 CHF | 100.00% | 100.00% |