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 | 2.54% | 0.41 CHF | 0.42 CHF | 118'281 | 50'000 | 117'389 | 50'000 | 45'721 CHF | 19'973 CHF | 98.52% | 98.52% |
12.07.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 117'942 | 50'000 | 117'811 | 50'000 | 46'921 CHF | 20'413 CHF | 99.38% | 99.38% |
11.07.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 117'823 | 50'000 | 118'052 | 50'000 | 47'212 CHF | 20'496 CHF | 99.15% | 99.15% |
10.07.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 119'217 | 50'000 | 113'588 | 50'000 | 51'330 CHF | 23'114 CHF | 100.00% | 100.00% |
09.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 113'594 | 50'000 | 51'907 CHF | 23'360 CHF | 100.00% | 100.00% |
08.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 111'609 | 50'000 | 51'230 CHF | 23'457 CHF | 100.00% | 100.00% |
05.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'753 CHF | 24'024 CHF | 99.61% | 99.61% |
04.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'738 CHF | 24'017 CHF | 100.00% | 100.00% |
03.07.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 100'414 | 50'000 | 50'728 CHF | 25'762 CHF | 99.73% | 99.73% |
02.07.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 99'866 | 50'000 | 53'668 CHF | 27'372 CHF | 100.00% | 100.00% |