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 | 4.33% | 0.53 CHF | 0.56 CHF | 65'209 | 50'000 | 64'987 | 50'000 | 35'317 CHF | 28'384 CHF | 99.73% | 99.73% |
12.07.2024 | 3.88% | 0.55 CHF | 0.57 CHF | 65'332 | 50'000 | 65'467 | 50'000 | 35'634 CHF | 28'305 CHF | 99.01% | 99.01% |
11.07.2024 | 4.15% | 0.56 CHF | 0.58 CHF | 64'929 | 50'000 | 66'658 | 50'000 | 35'288 CHF | 27'601 CHF | 99.08% | 99.08% |
10.07.2024 | 4.20% | 0.54 CHF | 0.56 CHF | 67'328 | 50'000 | 68'614 | 50'000 | 34'811 CHF | 26'457 CHF | 100.00% | 100.00% |
09.07.2024 | 4.11% | 0.50 CHF | 0.52 CHF | 69'506 | 50'000 | 67'372 | 50'000 | 35'548 CHF | 27'499 CHF | 100.00% | 100.00% |
08.07.2024 | 4.68% | 0.49 CHF | 0.51 CHF | 69'823 | 50'000 | 69'909 | 50'000 | 34'342 CHF | 25'738 CHF | 99.69% | 99.69% |
05.07.2024 | 4.58% | 0.49 CHF | 0.51 CHF | 71'257 | 50'000 | 71'511 | 50'000 | 34'742 CHF | 25'433 CHF | 97.81% | 97.81% |
04.07.2024 | 4.48% | 0.47 CHF | 0.50 CHF | 72'514 | 50'000 | 73'731 | 50'000 | 33'971 CHF | 24'098 CHF | 100.00% | 100.00% |
03.07.2024 | 5.26% | 0.40 CHF | 0.42 CHF | 79'777 | 50'000 | 80'427 | 50'000 | 31'565 CHF | 20'692 CHF | 99.82% | 99.82% |
02.07.2024 | 3.27% | 0.35 CHF | 0.36 CHF | 86'905 | 50'000 | 88'734 | 50'000 | 29'846 CHF | 17'381 CHF | 99.06% | 99.06% |