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 | 4.19% | 0.31 CHF | 0.32 CHF | 80'126 | 50'000 | 79'653 | 50'000 | 25'491 CHF | 16'692 CHF | 99.71% | 99.71% |
12.07.2024 | 3.92% | 0.33 CHF | 0.35 CHF | 78'777 | 50'000 | 80'841 | 50'000 | 25'594 CHF | 16'484 CHF | 98.99% | 98.99% |
11.07.2024 | 4.18% | 0.30 CHF | 0.31 CHF | 84'241 | 50'000 | 86'781 | 50'000 | 24'809 CHF | 14'925 CHF | 99.08% | 99.08% |
10.07.2024 | 4.66% | 0.28 CHF | 0.29 CHF | 89'655 | 50'000 | 95'285 | 50'000 | 24'375 CHF | 13'407 CHF | 100.00% | 100.00% |
09.07.2024 | 5.39% | 0.20 CHF | 0.21 CHF | 107'830 | 50'000 | 102'734 | 50'000 | 22'344 CHF | 11'488 CHF | 100.00% | 100.00% |
08.07.2024 | 4.77% | 0.23 CHF | 0.24 CHF | 100'027 | 50'000 | 97'354 | 50'000 | 23'954 CHF | 12'921 CHF | 85.60% | 85.60% |
05.07.2024 | 4.05% | 0.27 CHF | 0.29 CHF | 92'651 | 50'000 | 88'705 | 50'000 | 25'283 CHF | 14'858 CHF | 98.34% | 98.34% |
04.07.2024 | 4.22% | 0.26 CHF | 0.27 CHF | 97'031 | 50'000 | 95'732 | 50'000 | 24'370 CHF | 13'276 CHF | 92.41% | 92.41% |
03.07.2024 | 4.49% | 0.25 CHF | 0.26 CHF | 101'035 | 50'000 | 100'223 | 50'000 | 24'113 CHF | 12'584 CHF | 99.30% | 99.30% |
02.07.2024 | 5.60% | 0.23 CHF | 0.25 CHF | 104'640 | 50'000 | 105'630 | 50'000 | 23'946 CHF | 12'000 CHF | 100.00% | 100.00% |