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 | 4.34% | 0.32 CHF | 0.34 CHF | 142'892 | 50'000 | 139'082 | 50'000 | 48'245 CHF | 18'133 CHF | 97.31% | 97.31% |
12.07.2024 | 3.47% | 0.32 CHF | 0.33 CHF | 147'613 | 50'000 | 146'323 | 50'000 | 47'543 CHF | 16'824 CHF | 99.38% | 99.38% |
11.07.2024 | 3.80% | 0.33 CHF | 0.35 CHF | 143'895 | 50'000 | 136'719 | 50'000 | 49'341 CHF | 18'764 CHF | 43.27% | 43.27% |
10.07.2024 | 2.70% | 0.42 CHF | 0.43 CHF | 126'452 | 50'000 | 120'119 | 50'000 | 51'780 CHF | 22'145 CHF | 50.60% | 50.60% |
09.07.2024 | 3.13% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 119'999 | 50'000 | 52'500 CHF | 22'570 CHF | 80.07% | 80.07% |
08.07.2024 | 2.86% | 0.46 CHF | 0.47 CHF | 119'960 | 50'000 | 118'722 | 50'000 | 51'902 CHF | 22'508 CHF | 76.59% | 76.59% |
05.07.2024 | 3.07% | 0.42 CHF | 0.43 CHF | 127'335 | 50'000 | 123'687 | 50'000 | 51'430 CHF | 21'458 CHF | 46.78% | 46.78% |
04.07.2024 | 3.49% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 121'708 | 50'000 | 51'397 CHF | 21'876 CHF | 82.43% | 82.43% |
03.07.2024 | 3.77% | 0.38 CHF | 0.40 CHF | 133'552 | 50'000 | 139'827 | 50'000 | 49'292 CHF | 18'324 CHF | 77.31% | 77.31% |
02.07.2024 | 4.71% | 0.30 CHF | 0.31 CHF | 156'485 | 50'000 | 163'291 | 50'000 | 45'462 CHF | 14'603 CHF | 99.99% | 99.99% |