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 | 3.01% | 0.42 CHF | 0.44 CHF | 84'721 | 50'000 | 83'711 | 50'000 | 36'041 CHF | 22'191 CHF | 99.72% | 99.72% |
12.07.2024 | 2.93% | 0.44 CHF | 0.45 CHF | 82'876 | 50'000 | 84'577 | 50'000 | 36'118 CHF | 22'004 CHF | 99.01% | 99.01% |
11.07.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 85'963 | 50'000 | 88'927 | 50'000 | 35'137 CHF | 20'295 CHF | 99.08% | 99.08% |
10.07.2024 | 2.90% | 0.38 CHF | 0.40 CHF | 91'657 | 50'000 | 95'774 | 50'000 | 34'483 CHF | 18'537 CHF | 100.00% | 100.00% |
09.07.2024 | 4.22% | 0.32 CHF | 0.33 CHF | 104'093 | 50'000 | 100'537 | 50'000 | 33'136 CHF | 17'197 CHF | 100.00% | 100.00% |
08.07.2024 | 3.84% | 0.33 CHF | 0.34 CHF | 100'457 | 50'000 | 95'707 | 50'000 | 34'002 CHF | 18'487 CHF | 100.00% | 100.00% |
05.07.2024 | 2.82% | 0.38 CHF | 0.39 CHF | 92'219 | 50'000 | 90'405 | 50'000 | 35'764 CHF | 20'360 CHF | 98.86% | 98.86% |
04.07.2024 | 3.85% | 0.37 CHF | 0.38 CHF | 95'844 | 50'000 | 96'217 | 50'000 | 34'826 CHF | 18'810 CHF | 100.00% | 100.00% |
03.07.2024 | 3.45% | 0.35 CHF | 0.36 CHF | 99'623 | 50'000 | 99'080 | 50'000 | 34'461 CHF | 18'003 CHF | 99.82% | 99.82% |
02.07.2024 | 3.39% | 0.34 CHF | 0.35 CHF | 100'717 | 50'000 | 102'916 | 50'000 | 34'657 CHF | 17'421 CHF | 100.00% | 100.00% |