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 | 2.87% | 0.37 CHF | 0.38 CHF | 100'050 | 50'000 | 98'093 | 50'000 | 37'564 CHF | 19'716 CHF | 98.72% | 98.72% |
12.07.2024 | 3.33% | 0.39 CHF | 0.40 CHF | 97'946 | 50'000 | 100'986 | 50'000 | 37'281 CHF | 19'091 CHF | 99.38% | 99.38% |
11.07.2024 | 3.14% | 0.36 CHF | 0.37 CHF | 101'400 | 50'000 | 101'218 | 50'000 | 36'810 CHF | 18'766 CHF | 99.16% | 99.16% |
10.07.2024 | 2.94% | 0.37 CHF | 0.38 CHF | 101'290 | 50'000 | 99'266 | 50'000 | 37'314 CHF | 19'366 CHF | 100.00% | 100.00% |
09.07.2024 | 2.86% | 0.38 CHF | 0.39 CHF | 98'748 | 50'000 | 96'741 | 50'000 | 38'667 CHF | 20'571 CHF | 100.00% | 100.00% |
08.07.2024 | 3.29% | 0.37 CHF | 0.38 CHF | 101'905 | 50'000 | 102'141 | 50'000 | 37'337 CHF | 18'892 CHF | 100.00% | 100.00% |
05.07.2024 | 3.26% | 0.37 CHF | 0.38 CHF | 102'260 | 50'000 | 94'332 | 47'893 | 35'052 CHF | 18'356 CHF | 99.62% | 99.62% |
04.07.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 114'126 | 50'000 | 115'233 | 50'000 | 35'368 CHF | 15'866 CHF | 100.00% | 100.00% |
03.07.2024 | 3.29% | 0.31 CHF | 0.33 CHF | 114'172 | 50'000 | 112'032 | 50'000 | 36'129 CHF | 16'672 CHF | 99.73% | 99.73% |
02.07.2024 | 3.40% | 0.32 CHF | 0.33 CHF | 115'333 | 50'000 | 115'429 | 50'000 | 35'947 CHF | 16'112 CHF | 100.00% | 100.00% |