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 | 3.51% | 0.64 CHF | 0.67 CHF | 72'202 | 50'000 | 72'080 | 50'000 | 47'213 CHF | 33'925 CHF | 99.71% | 99.71% |
12.07.2024 | 3.51% | 0.66 CHF | 0.68 CHF | 72'241 | 50'000 | 72'348 | 50'000 | 47'297 CHF | 33'868 CHF | 99.01% | 99.01% |
11.07.2024 | 3.26% | 0.67 CHF | 0.69 CHF | 71'897 | 50'000 | 73'520 | 50'000 | 47'226 CHF | 33'190 CHF | 99.08% | 99.08% |
10.07.2024 | 3.46% | 0.64 CHF | 0.67 CHF | 73'421 | 50'000 | 75'179 | 50'000 | 46'752 CHF | 32'192 CHF | 100.00% | 100.00% |
09.07.2024 | 3.45% | 0.61 CHF | 0.63 CHF | 76'099 | 50'000 | 73'774 | 50'000 | 47'066 CHF | 33'025 CHF | 100.00% | 100.00% |
08.07.2024 | 3.74% | 0.60 CHF | 0.62 CHF | 76'450 | 50'000 | 76'039 | 50'000 | 45'652 CHF | 31'163 CHF | 100.00% | 100.00% |
05.07.2024 | 3.80% | 0.60 CHF | 0.62 CHF | 76'858 | 50'000 | 77'095 | 50'000 | 45'849 CHF | 30'889 CHF | 98.86% | 98.86% |
04.07.2024 | 3.16% | 0.58 CHF | 0.60 CHF | 78'624 | 50'000 | 79'387 | 50'000 | 45'187 CHF | 29'379 CHF | 100.00% | 100.00% |
03.07.2024 | 2.09% | 0.51 CHF | 0.52 CHF | 84'179 | 50'000 | 85'194 | 50'000 | 43'392 CHF | 26'009 CHF | 99.82% | 99.82% |
02.07.2024 | 2.39% | 0.47 CHF | 0.48 CHF | 90'935 | 50'000 | 91'996 | 50'000 | 42'396 CHF | 23'603 CHF | 99.79% | 99.79% |