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 | 4.25% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 83'169 | 62'281 | 40'494 CHF | 31'530 CHF | 98.41% | 98.41% |
12.07.2024 | 3.08% | 0.50 CHF | 0.52 CHF | 100'000 | 75'000 | 102'989 | 75'000 | 50'782 CHF | 38'175 CHF | 99.38% | 99.38% |
11.07.2024 | 3.74% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 116'130 | 75'000 | 52'008 CHF | 34'923 CHF | 99.15% | 99.15% |
10.07.2024 | 3.79% | 0.42 CHF | 0.44 CHF | 120'000 | 75'000 | 122'160 | 75'000 | 51'105 CHF | 32'599 CHF | 100.00% | 100.00% |
09.07.2024 | 3.84% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 122'156 | 75'000 | 51'024 CHF | 32'567 CHF | 100.00% | 100.00% |
08.07.2024 | 3.89% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'083 | 75'000 | 51'198 CHF | 33'246 CHF | 100.00% | 100.00% |
05.07.2024 | 3.63% | 0.42 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'075 CHF | 33'746 CHF | 99.62% | 99.62% |
04.07.2024 | 3.91% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 53'145 CHF | 34'540 CHF | 100.00% | 100.00% |
03.07.2024 | 3.74% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'002 CHF | 33'737 CHF | 99.73% | 99.73% |
02.07.2024 | 4.24% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 125'201 | 75'000 | 52'216 CHF | 32'733 CHF | 100.00% | 100.00% |