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 | 3.45% | 0.59 CHF | 0.62 CHF | 65'870 | 50'000 | 64'394 | 50'000 | 39'754 CHF | 31'963 CHF | 98.73% | 98.73% |
12.07.2024 | 3.45% | 0.62 CHF | 0.65 CHF | 64'237 | 50'000 | 65'740 | 50'000 | 39'134 CHF | 30'818 CHF | 99.38% | 99.38% |
11.07.2024 | 3.46% | 0.58 CHF | 0.60 CHF | 66'199 | 50'000 | 66'204 | 50'000 | 39'011 CHF | 30'500 CHF | 99.16% | 99.16% |
10.07.2024 | 3.36% | 0.59 CHF | 0.61 CHF | 66'208 | 50'000 | 65'692 | 50'000 | 39'771 CHF | 31'310 CHF | 100.00% | 100.00% |
09.07.2024 | 3.12% | 0.61 CHF | 0.63 CHF | 65'733 | 50'000 | 64'382 | 50'000 | 41'262 CHF | 33'069 CHF | 100.00% | 100.00% |
08.07.2024 | 3.39% | 0.59 CHF | 0.61 CHF | 67'203 | 50'000 | 66'740 | 50'000 | 39'257 CHF | 30'427 CHF | 94.52% | 94.52% |
05.07.2024 | 3.68% | 0.59 CHF | 0.61 CHF | 67'124 | 50'000 | 63'009 | 47'893 | 37'619 CHF | 29'638 CHF | 99.62% | 99.62% |
04.07.2024 | 2.30% | 0.50 CHF | 0.52 CHF | 71'916 | 50'000 | 72'850 | 50'000 | 36'157 CHF | 25'403 CHF | 100.00% | 100.00% |
03.07.2024 | 2.78% | 0.50 CHF | 0.52 CHF | 71'835 | 50'000 | 71'137 | 50'000 | 36'833 CHF | 26'634 CHF | 99.73% | 99.73% |
02.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 71'691 | 50'000 | 72'794 | 50'000 | 36'172 CHF | 25'351 CHF | 100.00% | 100.00% |