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 | 3.46% | 0.33 CHF | 0.34 CHF | 100'432 | 50'000 | 100'136 | 50'000 | 33'967 CHF | 17'565 CHF | 99.71% | 99.71% |
12.07.2024 | 3.47% | 0.34 CHF | 0.35 CHF | 100'356 | 50'000 | 100'440 | 50'000 | 34'069 CHF | 17'573 CHF | 99.01% | 99.01% |
11.07.2024 | 4.31% | 0.35 CHF | 0.37 CHF | 98'948 | 50'000 | 102'677 | 50'000 | 34'000 CHF | 17'295 CHF | 99.08% | 99.08% |
10.07.2024 | 3.78% | 0.33 CHF | 0.34 CHF | 103'950 | 50'000 | 105'974 | 50'000 | 33'865 CHF | 16'597 CHF | 100.00% | 100.00% |
09.07.2024 | 3.87% | 0.31 CHF | 0.33 CHF | 107'845 | 50'000 | 103'297 | 50'000 | 34'085 CHF | 17'158 CHF | 100.00% | 100.00% |
08.07.2024 | 4.23% | 0.31 CHF | 0.32 CHF | 109'157 | 50'000 | 108'727 | 50'000 | 33'314 CHF | 15'981 CHF | 100.00% | 100.00% |
05.07.2024 | 3.76% | 0.31 CHF | 0.32 CHF | 110'519 | 50'000 | 110'480 | 50'000 | 33'512 CHF | 15'749 CHF | 98.86% | 98.86% |
04.07.2024 | 4.59% | 0.29 CHF | 0.30 CHF | 114'321 | 50'000 | 115'780 | 50'000 | 32'744 CHF | 14'806 CHF | 100.00% | 100.00% |
03.07.2024 | 4.71% | 0.25 CHF | 0.26 CHF | 126'964 | 50'000 | 128'589 | 50'000 | 31'362 CHF | 12'785 CHF | 99.82% | 99.82% |
02.07.2024 | 5.52% | 0.22 CHF | 0.24 CHF | 139'987 | 50'000 | 142'906 | 50'000 | 30'810 CHF | 11'395 CHF | 99.79% | 99.79% |