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 | 3.34% | 0.39 CHF | 0.40 CHF | 107'897 | 50'000 | 105'820 | 50'000 | 44'856 CHF | 21'934 CHF | 98.61% | 98.61% |
12.07.2024 | 3.12% | 0.39 CHF | 0.40 CHF | 112'057 | 50'000 | 111'113 | 50'000 | 43'707 CHF | 20'296 CHF | 99.38% | 99.38% |
11.07.2024 | 3.25% | 0.40 CHF | 0.42 CHF | 109'196 | 50'000 | 105'852 | 50'000 | 46'267 CHF | 22'612 CHF | 99.15% | 99.15% |
10.07.2024 | 2.67% | 0.51 CHF | 0.53 CHF | 98'931 | 50'000 | 98'063 | 50'000 | 50'857 CHF | 26'646 CHF | 92.79% | 92.79% |
09.07.2024 | 2.48% | 0.56 CHF | 0.58 CHF | 95'650 | 50'000 | 97'040 | 50'000 | 52'074 CHF | 27'511 CHF | 37.27% | 37.27% |
08.07.2024 | 2.74% | 0.55 CHF | 0.58 CHF | 90'000 | 50'000 | 96'263 | 50'000 | 51'839 CHF | 27'700 CHF | 78.47% | 78.47% |
05.07.2024 | 2.55% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'214 | 50'000 | 50'916 CHF | 26'074 CHF | 58.25% | 58.25% |
04.07.2024 | 2.88% | 0.52 CHF | 0.54 CHF | 99'282 | 50'000 | 98'807 | 50'000 | 51'445 CHF | 26'795 CHF | 61.79% | 61.79% |
03.07.2024 | 3.15% | 0.48 CHF | 0.49 CHF | 102'496 | 50'000 | 106'571 | 50'000 | 46'970 CHF | 22'770 CHF | 99.73% | 99.73% |
02.07.2024 | 3.87% | 0.36 CHF | 0.38 CHF | 118'777 | 50'000 | 123'641 | 50'000 | 41'633 CHF | 17'514 CHF | 100.00% | 100.00% |