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 | 5.19% | 0.21 CHF | 0.22 CHF | 118'281 | 50'000 | 117'401 | 50'000 | 22'130 CHF | 9'923 CHF | 98.52% | 98.52% |
12.07.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 117'968 | 50'000 | 117'833 | 50'000 | 23'289 CHF | 10'381 CHF | 99.38% | 99.38% |
11.07.2024 | 4.90% | 0.21 CHF | 0.22 CHF | 117'862 | 50'000 | 118'064 | 50'000 | 23'521 CHF | 10'461 CHF | 99.15% | 99.15% |
10.07.2024 | 3.91% | 0.23 CHF | 0.24 CHF | 119'296 | 50'000 | 119'814 | 50'000 | 30'101 CHF | 13'060 CHF | 100.00% | 100.00% |
09.07.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 120'281 | 50'000 | 119'955 | 50'000 | 30'583 CHF | 13'247 CHF | 100.00% | 100.00% |
08.07.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 120'241 | 50'000 | 119'786 | 50'000 | 30'886 CHF | 13'392 CHF | 100.00% | 100.00% |
05.07.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 120'631 | 50'000 | 120'444 | 50'000 | 32'277 CHF | 13'899 CHF | 99.62% | 99.62% |
04.07.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 120'522 | 50'000 | 120'778 | 50'000 | 32'329 CHF | 13'883 CHF | 100.00% | 100.00% |
03.07.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 121'647 | 50'000 | 122'169 | 50'000 | 37'070 CHF | 15'670 CHF | 99.73% | 99.73% |
02.07.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 122'453 | 50'000 | 123'491 | 50'000 | 41'383 CHF | 17'253 CHF | 100.00% | 100.00% |