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 | 4.22% | 0.43 CHF | 0.45 CHF | 88'732 | 50'000 | 86'838 | 50'000 | 38'771 CHF | 23'308 CHF | 96.73% | 96.73% |
12.07.2024 | 3.97% | 0.42 CHF | 0.44 CHF | 87'186 | 50'000 | 90'083 | 50'000 | 36'284 CHF | 20'977 CHF | 99.01% | 99.01% |
11.07.2024 | 2.89% | 0.39 CHF | 0.40 CHF | 91'577 | 50'000 | 97'635 | 50'000 | 34'962 CHF | 18'458 CHF | 99.09% | 99.09% |
10.07.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 102'515 | 50'000 | 102'390 | 50'000 | 34'289 CHF | 17'267 CHF | 100.00% | 100.00% |
09.07.2024 | 3.34% | 0.33 CHF | 0.34 CHF | 102'909 | 50'000 | 94'622 | 50'000 | 36'242 CHF | 19'907 CHF | 100.00% | 100.00% |
08.07.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 94'417 | 50'000 | 94'064 | 50'000 | 36'526 CHF | 19'950 CHF | 100.00% | 100.00% |
05.07.2024 | 2.75% | 0.41 CHF | 0.42 CHF | 92'404 | 50'000 | 93'247 | 50'000 | 37'398 CHF | 20'639 CHF | 98.86% | 98.86% |
04.07.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 100'885 | 50'000 | 100'617 | 50'000 | 35'716 CHF | 18'274 CHF | 100.00% | 100.00% |
03.07.2024 | 3.44% | 0.32 CHF | 0.33 CHF | 108'882 | 50'000 | 112'679 | 50'000 | 33'997 CHF | 15'617 CHF | 99.82% | 99.82% |
02.07.2024 | 3.66% | 0.30 CHF | 0.31 CHF | 115'981 | 50'000 | 123'138 | 50'000 | 33'034 CHF | 13'934 CHF | 100.00% | 100.00% |