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 | 2.49% | 0.38 CHF | 0.39 CHF | 118'059 | 50'000 | 117'387 | 50'000 | 46'553 CHF | 20'330 CHF | 98.52% | 98.52% |
12.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 117'956 | 50'000 | 117'837 | 50'000 | 45'854 CHF | 19'957 CHF | 99.38% | 99.38% |
11.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 117'823 | 50'000 | 118'060 | 50'000 | 45'935 CHF | 19'954 CHF | 99.15% | 99.15% |
10.07.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 119'178 | 50'000 | 119'738 | 50'000 | 40'322 CHF | 17'338 CHF | 100.00% | 100.00% |
09.07.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 120'200 | 50'000 | 119'959 | 50'000 | 39'921 CHF | 17'140 CHF | 100.00% | 100.00% |
08.07.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 120'147 | 50'000 | 119'786 | 50'000 | 39'631 CHF | 17'043 CHF | 100.00% | 100.00% |
05.07.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 120'631 | 50'000 | 120'445 | 50'000 | 38'785 CHF | 16'601 CHF | 99.62% | 99.62% |
04.07.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 120'442 | 50'000 | 120'760 | 50'000 | 38'998 CHF | 16'648 CHF | 100.00% | 100.00% |
03.07.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 121'675 | 50'000 | 122'200 | 50'000 | 35'102 CHF | 14'864 CHF | 99.73% | 99.73% |
02.07.2024 | 3.85% | 0.28 CHF | 0.29 CHF | 122'411 | 50'000 | 123'499 | 50'000 | 31'575 CHF | 13'286 CHF | 100.00% | 100.00% |