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 | 3.44% | 0.30 CHF | 0.31 CHF | 99'986 | 50'000 | 97'368 | 50'000 | 30'377 CHF | 16'158 CHF | 98.73% | 98.73% |
12.07.2024 | 4.14% | 0.32 CHF | 0.33 CHF | 96'855 | 50'000 | 100'973 | 50'000 | 29'950 CHF | 15'465 CHF | 99.38% | 99.38% |
11.07.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 101'732 | 50'000 | 101'293 | 50'000 | 29'662 CHF | 15'186 CHF | 99.16% | 99.16% |
10.07.2024 | 3.76% | 0.30 CHF | 0.31 CHF | 102'575 | 50'000 | 99'260 | 50'000 | 30'203 CHF | 15'806 CHF | 100.00% | 100.00% |
09.07.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 98'222 | 50'000 | 95'794 | 50'000 | 31'578 CHF | 17'044 CHF | 100.00% | 100.00% |
08.07.2024 | 4.00% | 0.29 CHF | 0.31 CHF | 102'952 | 50'000 | 102'556 | 50'000 | 30'162 CHF | 15'309 CHF | 100.00% | 100.00% |
05.07.2024 | 4.10% | 0.29 CHF | 0.31 CHF | 102'784 | 50'000 | 94'736 | 47'893 | 28'520 CHF | 14'983 CHF | 99.62% | 99.62% |
04.07.2024 | 4.78% | 0.24 CHF | 0.25 CHF | 117'550 | 50'000 | 119'130 | 50'000 | 28'060 CHF | 12'357 CHF | 100.00% | 100.00% |
03.07.2024 | 4.58% | 0.24 CHF | 0.25 CHF | 118'926 | 50'000 | 115'365 | 50'000 | 28'529 CHF | 12'953 CHF | 99.73% | 99.73% |
02.07.2024 | 4.75% | 0.25 CHF | 0.26 CHF | 116'386 | 50'000 | 119'294 | 50'000 | 27'962 CHF | 12'293 CHF | 100.00% | 100.00% |