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 | 4.08% | 0.44 CHF | 0.45 CHF | 102'840 | 20'000 | 99'940 | 20'000 | 45'482 CHF | 9'483 CHF | 99.72% | 99.72% |
12.07.2024 | 3.89% | 0.48 CHF | 0.50 CHF | 97'220 | 20'000 | 100'801 | 20'000 | 45'807 CHF | 9'454 CHF | 99.01% | 99.01% |
11.07.2024 | 4.24% | 0.45 CHF | 0.47 CHF | 100'301 | 20'000 | 104'735 | 20'000 | 44'888 CHF | 8'949 CHF | 99.01% | 99.01% |
10.07.2024 | 4.17% | 0.41 CHF | 0.43 CHF | 108'669 | 20'000 | 107'828 | 20'000 | 44'468 CHF | 8'600 CHF | 100.00% | 100.00% |
09.07.2024 | 4.32% | 0.40 CHF | 0.41 CHF | 110'830 | 20'000 | 110'616 | 20'000 | 44'140 CHF | 8'334 CHF | 100.00% | 100.00% |
08.07.2024 | 4.46% | 0.39 CHF | 0.41 CHF | 110'957 | 20'000 | 113'873 | 20'000 | 43'488 CHF | 7'989 CHF | 100.00% | 100.00% |
05.07.2024 | 4.66% | 0.36 CHF | 0.38 CHF | 117'366 | 20'000 | 113'239 | 20'000 | 43'760 CHF | 8'104 CHF | 98.98% | 98.98% |
04.07.2024 | 4.14% | 0.38 CHF | 0.40 CHF | 115'686 | 20'000 | 116'738 | 20'000 | 43'579 CHF | 7'783 CHF | 100.00% | 100.00% |
03.07.2024 | 4.27% | 0.36 CHF | 0.37 CHF | 120'976 | 20'000 | 120'692 | 20'000 | 43'412 CHF | 7'509 CHF | 98.25% | 98.25% |
02.07.2024 | 4.93% | 0.37 CHF | 0.39 CHF | 117'510 | 20'000 | 122'528 | 20'000 | 43'400 CHF | 7'445 CHF | 94.71% | 94.71% |