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 | 3.67% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 77'967 | 62'281 | 42'184 CHF | 34'831 CHF | 98.41% | 98.41% |
12.07.2024 | 3.09% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 97'946 | 75'000 | 53'493 CHF | 42'267 CHF | 99.38% | 99.38% |
11.07.2024 | 3.20% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 104'190 | 75'000 | 52'254 CHF | 38'904 CHF | 99.16% | 99.16% |
10.07.2024 | 3.11% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'088 CHF | 36'637 CHF | 100.00% | 100.00% |
09.07.2024 | 3.40% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 51'867 CHF | 36'588 CHF | 100.00% | 100.00% |
08.07.2024 | 3.48% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'735 CHF | 37'227 CHF | 100.00% | 100.00% |
05.07.2024 | 3.38% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'037 | 75'000 | 52'609 CHF | 37'797 CHF | 99.62% | 99.62% |
04.07.2024 | 3.33% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 104'708 | 75'000 | 51'917 CHF | 38'465 CHF | 100.00% | 100.00% |
03.07.2024 | 3.24% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 108'558 | 75'000 | 52'880 CHF | 37'751 CHF | 99.73% | 99.73% |
02.07.2024 | 3.07% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 110'953 | 75'000 | 52'381 CHF | 36'613 CHF | 99.46% | 99.46% |