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 | 4.61% | 0.42 CHF | 0.43 CHF | 120'000 | 25'000 | 128'906 | 20'015 | 51'128 CHF | 8'324 CHF | 99.30% | 99.30% |
12.07.2024 | 4.40% | 0.41 CHF | 0.42 CHF | 130'000 | 25'000 | 123'560 | 20'014 | 51'463 CHF | 8'689 CHF | 99.64% | 99.64% |
11.07.2024 | 4.16% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 118'843 | 20'018 | 51'942 CHF | 9'106 CHF | 90.69% | 90.69% |
10.07.2024 | 3.56% | 0.50 CHF | 0.51 CHF | 110'000 | 25'000 | 102'026 | 20'015 | 52'227 CHF | 10'584 CHF | 99.58% | 99.58% |
09.07.2024 | 3.64% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 102'776 | 20'015 | 52'287 CHF | 10'608 CHF | 99.63% | 99.63% |
08.07.2024 | 3.77% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 108'210 | 20'015 | 52'819 CHF | 10'152 CHF | 99.64% | 99.64% |
05.07.2024 | 3.59% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'980 | 20'030 | 51'744 CHF | 10'641 CHF | 98.30% | 98.30% |
04.07.2024 | 3.61% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'280 | 20'021 | 51'097 CHF | 10'564 CHF | 100.00% | 100.00% |
03.07.2024 | 3.59% | 0.53 CHF | 0.54 CHF | 100'000 | 25'000 | 100'343 | 20'032 | 51'076 CHF | 10'551 CHF | 99.61% | 99.61% |
02.07.2024 | 3.82% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 108'334 | 20'008 | 52'587 CHF | 10'104 CHF | 99.54% | 99.54% |