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 | 2.33% | 0.44 CHF | 0.45 CHF | 105'622 | 75'000 | 104'656 | 75'000 | 47'149 CHF | 34'584 CHF | 99.40% | 99.40% |
12.07.2024 | 2.51% | 0.46 CHF | 0.47 CHF | 104'998 | 75'000 | 105'256 | 75'000 | 47'786 CHF | 34'918 CHF | 99.01% | 99.01% |
11.07.2024 | 2.61% | 0.45 CHF | 0.47 CHF | 105'053 | 75'000 | 108'543 | 75'000 | 46'841 CHF | 33'231 CHF | 99.09% | 99.09% |
10.07.2024 | 2.56% | 0.44 CHF | 0.45 CHF | 107'424 | 75'000 | 107'126 | 75'000 | 47'562 CHF | 34'164 CHF | 100.00% | 100.00% |
09.07.2024 | 2.61% | 0.45 CHF | 0.47 CHF | 105'757 | 75'000 | 100'979 | 75'000 | 48'696 CHF | 37'145 CHF | 93.15% | 93.15% |
08.07.2024 | 2.37% | 0.47 CHF | 0.49 CHF | 101'096 | 75'000 | 101'921 | 75'000 | 48'241 CHF | 36'350 CHF | 94.83% | 94.83% |
05.07.2024 | 2.31% | 0.46 CHF | 0.47 CHF | 102'453 | 75'000 | 101'100 | 75'000 | 48'019 CHF | 36'469 CHF | 95.32% | 95.32% |
04.07.2024 | 2.65% | 0.44 CHF | 0.45 CHF | 106'670 | 75'000 | 106'019 | 75'000 | 46'257 CHF | 33'610 CHF | 98.08% | 98.08% |
03.07.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 110'823 | 75'000 | 108'682 | 75'000 | 45'551 CHF | 32'237 CHF | 92.43% | 92.43% |
02.07.2024 | 3.94% | 0.27 CHF | 0.29 CHF | 133'837 | 75'000 | 136'567 | 75'000 | 38'022 CHF | 21'725 CHF | 99.79% | 99.79% |