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 | 2.23% | 0.50 CHF | 0.51 CHF | 85'763 | 50'000 | 84'791 | 50'000 | 43'167 CHF | 26'032 CHF | 99.71% | 99.71% |
12.07.2024 | 2.40% | 0.52 CHF | 0.53 CHF | 84'728 | 50'000 | 85'730 | 50'000 | 43'280 CHF | 25'871 CHF | 99.01% | 99.01% |
11.07.2024 | 2.60% | 0.48 CHF | 0.50 CHF | 87'907 | 50'000 | 89'586 | 50'000 | 42'351 CHF | 24'270 CHF | 99.08% | 99.08% |
10.07.2024 | 2.81% | 0.46 CHF | 0.47 CHF | 92'600 | 50'000 | 95'015 | 50'000 | 41'513 CHF | 22'471 CHF | 100.00% | 100.00% |
09.07.2024 | 2.87% | 0.39 CHF | 0.41 CHF | 102'061 | 50'000 | 99'310 | 50'000 | 40'389 CHF | 20'931 CHF | 99.99% | 99.99% |
08.07.2024 | 2.75% | 0.41 CHF | 0.42 CHF | 97'836 | 50'000 | 95'141 | 50'000 | 41'050 CHF | 22'200 CHF | 100.00% | 100.00% |
05.07.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 92'143 | 50'000 | 90'574 | 50'000 | 42'270 CHF | 23'898 CHF | 98.86% | 98.86% |
04.07.2024 | 2.68% | 0.44 CHF | 0.45 CHF | 95'369 | 50'000 | 95'443 | 50'000 | 41'556 CHF | 22'361 CHF | 100.00% | 100.00% |
03.07.2024 | 2.64% | 0.42 CHF | 0.43 CHF | 98'566 | 50'000 | 98'109 | 50'000 | 41'840 CHF | 21'894 CHF | 99.82% | 99.82% |
02.07.2024 | 3.53% | 0.41 CHF | 0.43 CHF | 100'632 | 50'000 | 101'258 | 50'000 | 41'507 CHF | 21'238 CHF | 100.00% | 100.00% |