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 | 3.30% | 0.32 CHF | 0.33 CHF | 118'281 | 50'000 | 117'401 | 50'000 | 35'044 CHF | 15'423 CHF | 98.52% | 98.52% |
12.07.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 117'942 | 50'000 | 117'811 | 50'000 | 36'318 CHF | 15'913 CHF | 99.38% | 99.38% |
11.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 117'823 | 50'000 | 118'052 | 50'000 | 36'587 CHF | 15'996 CHF | 99.16% | 99.16% |
10.07.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 119'217 | 50'000 | 119'758 | 50'000 | 43'389 CHF | 18'614 CHF | 100.00% | 100.00% |
09.07.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 120'281 | 50'000 | 119'956 | 50'000 | 43'839 CHF | 18'772 CHF | 100.00% | 100.00% |
08.07.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 120'201 | 50'000 | 119'836 | 50'000 | 44'190 CHF | 18'938 CHF | 100.00% | 100.00% |
05.07.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 120'591 | 50'000 | 120'434 | 50'000 | 45'824 CHF | 19'524 CHF | 99.61% | 99.61% |
04.07.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 120'495 | 50'000 | 120'774 | 50'000 | 45'938 CHF | 19'517 CHF | 100.00% | 100.00% |
03.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 121'796 | 50'000 | 121'246 | 50'000 | 50'391 CHF | 21'284 CHF | 82.21% | 82.21% |
02.07.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 116'500 | 50'000 | 52'080 CHF | 22'872 CHF | 100.00% | 100.00% |