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% | 0.22 CHF | 0.23 CHF | 139'287 | 50'000 | 134'841 | 50'000 | 32'717 CHF | 12'793 CHF | 98.61% | 98.61% |
12.07.2024 | 6.30% | 0.22 CHF | 0.23 CHF | 146'521 | 50'000 | 145'076 | 50'000 | 31'620 CHF | 11'614 CHF | 99.38% | 99.38% |
11.07.2024 | 5.21% | 0.23 CHF | 0.24 CHF | 141'023 | 50'000 | 133'892 | 50'000 | 34'062 CHF | 13'445 CHF | 99.00% | 99.00% |
10.07.2024 | 4.05% | 0.32 CHF | 0.33 CHF | 119'415 | 50'000 | 117'717 | 50'000 | 37'896 CHF | 16'778 CHF | 100.00% | 100.00% |
09.07.2024 | 3.93% | 0.33 CHF | 0.34 CHF | 117'656 | 50'000 | 114'693 | 50'000 | 39'209 CHF | 17'784 CHF | 100.00% | 100.00% |
08.07.2024 | 3.80% | 0.33 CHF | 0.34 CHF | 118'063 | 50'000 | 115'245 | 50'000 | 39'186 CHF | 17'675 CHF | 100.00% | 100.00% |
05.07.2024 | 3.97% | 0.31 CHF | 0.33 CHF | 120'859 | 50'000 | 121'242 | 50'000 | 38'232 CHF | 16'416 CHF | 99.62% | 99.62% |
04.07.2024 | 3.94% | 0.33 CHF | 0.34 CHF | 119'787 | 50'000 | 119'428 | 50'000 | 39'161 CHF | 17'058 CHF | 99.99% | 99.99% |
03.07.2024 | 4.93% | 0.29 CHF | 0.30 CHF | 127'636 | 50'000 | 134'975 | 50'000 | 35'342 CHF | 13'789 CHF | 99.73% | 99.73% |
02.07.2024 | 7.12% | 0.20 CHF | 0.22 CHF | 158'775 | 50'000 | 169'121 | 50'000 | 30'949 CHF | 9'841 CHF | 99.99% | 99.99% |