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 | 2.71% | 0.35 CHF | 0.36 CHF | 123'110 | 50'000 | 122'556 | 50'000 | 44'728 CHF | 18'751 CHF | 98.73% | 98.73% |
12.07.2024 | 2.93% | 0.38 CHF | 0.39 CHF | 122'143 | 50'000 | 123'680 | 50'000 | 41'646 CHF | 17'341 CHF | 99.38% | 99.38% |
11.07.2024 | 3.28% | 0.34 CHF | 0.35 CHF | 123'312 | 75'000 | 125'070 | 75'000 | 37'628 CHF | 23'320 CHF | 99.16% | 99.16% |
10.07.2024 | 3.90% | 0.29 CHF | 0.30 CHF | 125'850 | 75'000 | 127'011 | 75'000 | 32'059 CHF | 19'684 CHF | 100.00% | 100.00% |
09.07.2024 | 3.32% | 0.26 CHF | 0.27 CHF | 126'690 | 75'000 | 125'383 | 75'000 | 37'274 CHF | 23'052 CHF | 100.00% | 100.00% |
08.07.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 125'104 | 50'000 | 124'565 | 50'000 | 38'970 CHF | 16'143 CHF | 100.00% | 100.00% |
05.07.2024 | 2.59% | 0.34 CHF | 0.35 CHF | 123'933 | 50'000 | 122'661 | 50'000 | 46'818 CHF | 19'590 CHF | 99.14% | 99.14% |
04.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 124'082 | 50'000 | 124'187 | 50'000 | 43'051 CHF | 17'834 CHF | 100.00% | 100.00% |
03.07.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 124'093 | 75'000 | 125'398 | 75'000 | 40'513 CHF | 24'985 CHF | 99.73% | 99.73% |
02.07.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 126'480 | 50'000 | 126'906 | 50'000 | 35'875 CHF | 14'636 CHF | 100.00% | 100.00% |