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 | 1.95% | 0.55 CHF | 0.56 CHF | 62'602 | 50'000 | 62'183 | 50'000 | 35'644 CHF | 29'232 CHF | 99.72% | 99.72% |
12.07.2024 | 2.03% | 0.56 CHF | 0.57 CHF | 62'438 | 50'000 | 62'936 | 50'000 | 33'238 CHF | 26'952 CHF | 99.01% | 99.01% |
11.07.2024 | 2.30% | 0.51 CHF | 0.52 CHF | 63'108 | 50'000 | 64'116 | 50'000 | 29'383 CHF | 23'458 CHF | 99.09% | 99.09% |
10.07.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 64'785 | 50'000 | 64'805 | 50'000 | 27'158 CHF | 21'456 CHF | 100.00% | 100.00% |
09.07.2024 | 2.05% | 0.41 CHF | 0.42 CHF | 65'010 | 50'000 | 63'724 | 50'000 | 31'164 CHF | 24'984 CHF | 100.00% | 100.00% |
08.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 63'769 | 50'000 | 63'489 | 50'000 | 31'385 CHF | 25'231 CHF | 100.00% | 100.00% |
05.07.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 63'201 | 50'000 | 63'473 | 50'000 | 32'433 CHF | 26'057 CHF | 98.86% | 98.86% |
04.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 64'517 | 50'000 | 64'709 | 50'000 | 28'329 CHF | 22'391 CHF | 100.00% | 100.00% |
03.07.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 65'771 | 50'000 | 66'305 | 50'000 | 23'047 CHF | 17'882 CHF | 99.82% | 99.82% |
02.07.2024 | 3.50% | 0.33 CHF | 0.34 CHF | 66'638 | 50'000 | 67'501 | 50'000 | 19'084 CHF | 14'644 CHF | 100.00% | 100.00% |