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 | 4.20% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 103'240 | 50'000 | 51'635 CHF | 26'140 CHF | 98.51% | 98.51% |
12.07.2024 | 4.16% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 104'342 | 50'000 | 52'114 CHF | 26'063 CHF | 94.00% | 94.00% |
11.07.2024 | 4.18% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'001 | 50'000 | 51'145 CHF | 26'663 CHF | 84.97% | 84.97% |
10.07.2024 | 4.51% | 0.49 CHF | 0.52 CHF | 110'000 | 50'000 | 108'561 | 50'000 | 52'465 CHF | 25'292 CHF | 90.92% | 90.92% |
09.07.2024 | 3.99% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'171 | 50'000 | 52'753 CHF | 27'407 CHF | 98.72% | 98.72% |
08.07.2024 | 4.47% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 111'301 | 50'000 | 52'023 CHF | 24'451 CHF | 99.73% | 99.73% |
05.07.2024 | 4.55% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 111'815 | 50'000 | 51'858 CHF | 24'289 CHF | 99.62% | 99.62% |
04.07.2024 | 4.38% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 109'183 | 50'000 | 52'291 CHF | 25'026 CHF | 98.35% | 98.35% |
03.07.2024 | 4.45% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 112'160 | 50'000 | 52'219 CHF | 24'358 CHF | 99.73% | 99.73% |
02.07.2024 | 4.96% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 124'699 | 50'000 | 52'181 CHF | 22'047 CHF | 98.17% | 98.17% |