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 | 3.99% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 84'575 | 62'281 | 40'702 CHF | 31'050 CHF | 98.41% | 98.41% |
12.07.2024 | 3.41% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 108'337 | 75'000 | 52'603 CHF | 37'696 CHF | 95.30% | 95.30% |
11.07.2024 | 3.52% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 117'374 | 75'000 | 51'771 CHF | 34'338 CHF | 97.93% | 97.93% |
10.07.2024 | 3.63% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 126'805 | 75'000 | 52'352 CHF | 32'124 CHF | 100.00% | 100.00% |
09.07.2024 | 3.72% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 127'748 | 75'000 | 52'544 CHF | 32'028 CHF | 100.00% | 100.00% |
08.07.2024 | 3.74% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 121'469 | 75'000 | 50'903 CHF | 32'636 CHF | 100.00% | 100.00% |
05.07.2024 | 3.94% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'321 | 75'000 | 51'349 CHF | 33'297 CHF | 99.62% | 99.62% |
04.07.2024 | 3.87% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'281 CHF | 33'965 CHF | 100.00% | 100.00% |
03.07.2024 | 3.63% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 120'569 | 75'000 | 51'482 CHF | 33'212 CHF | 99.73% | 99.73% |
02.07.2024 | 3.60% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 125'927 | 75'000 | 51'862 CHF | 32'112 CHF | 99.49% | 99.49% |