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 | 5.10% | 0.55 CHF | 0.58 CHF | 96'344 | 25'000 | 93'259 | 25'000 | 51'726 CHF | 14'597 CHF | 43.90% | 43.90% |
12.07.2024 | 4.49% | 0.56 CHF | 0.58 CHF | 96'550 | 25'000 | 93'941 | 25'000 | 52'301 CHF | 14'565 CHF | 95.46% | 95.46% |
11.07.2024 | 5.20% | 0.55 CHF | 0.58 CHF | 96'377 | 25'000 | 97'718 | 25'000 | 50'660 CHF | 13'654 CHF | 99.08% | 99.08% |
10.07.2024 | 5.56% | 0.50 CHF | 0.53 CHF | 98'542 | 25'000 | 98'436 | 25'000 | 49'316 CHF | 13'242 CHF | 100.00% | 100.00% |
09.07.2024 | 5.58% | 0.50 CHF | 0.53 CHF | 98'547 | 25'000 | 98'543 | 25'000 | 49'219 CHF | 13'204 CHF | 100.00% | 100.00% |
08.07.2024 | 5.43% | 0.49 CHF | 0.52 CHF | 98'598 | 25'000 | 98'390 | 25'000 | 49'172 CHF | 13'191 CHF | 100.00% | 100.00% |
05.07.2024 | 5.02% | 0.49 CHF | 0.52 CHF | 99'044 | 25'000 | 99'012 | 25'000 | 48'694 CHF | 12'928 CHF | 98.87% | 98.87% |
04.07.2024 | 5.29% | 0.49 CHF | 0.52 CHF | 99'253 | 25'000 | 99'615 | 25'000 | 48'084 CHF | 12'726 CHF | 100.00% | 100.00% |
03.07.2024 | 5.99% | 0.45 CHF | 0.48 CHF | 100'768 | 25'000 | 100'590 | 25'000 | 46'271 CHF | 12'211 CHF | 99.73% | 99.73% |
02.07.2024 | 6.18% | 0.44 CHF | 0.47 CHF | 101'327 | 25'000 | 100'958 | 25'000 | 45'884 CHF | 12'087 CHF | 100.00% | 100.00% |