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 | 2.52% | 0.41 CHF | 0.42 CHF | 118'163 | 50'000 | 117'394 | 50'000 | 46'011 CHF | 20'095 CHF | 98.52% | 98.52% |
12.07.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 117'956 | 50'000 | 117'838 | 50'000 | 47'238 CHF | 20'543 CHF | 99.38% | 99.38% |
11.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 117'992 | 50'000 | 118'042 | 50'000 | 47'403 CHF | 20'578 CHF | 99.15% | 99.15% |
10.07.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 119'376 | 50'000 | 112'611 | 50'000 | 51'138 CHF | 23'222 CHF | 100.00% | 100.00% |
09.07.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 113'842 | 50'000 | 52'116 CHF | 23'404 CHF | 80.16% | 80.16% |
08.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 119'599 | 50'000 | 111'282 | 50'000 | 51'406 CHF | 23'604 CHF | 82.76% | 82.76% |
05.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'084 CHF | 24'174 CHF | 99.62% | 99.62% |
04.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'067 CHF | 24'167 CHF | 100.00% | 100.00% |
03.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'918 CHF | 25'959 CHF | 99.73% | 99.73% |
02.07.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 99'539 | 50'000 | 53'651 CHF | 27'455 CHF | 99.53% | 99.53% |