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 | 3.36% | 0.48 CHF | 0.49 CHF | 107'859 | 75'000 | 107'576 | 75'000 | 51'914 CHF | 37'429 CHF | 96.53% | 96.53% |
12.07.2024 | 2.33% | 0.50 CHF | 0.51 CHF | 106'494 | 75'000 | 107'603 | 75'000 | 52'266 CHF | 37'293 CHF | 80.54% | 80.54% |
11.07.2024 | 2.33% | 0.49 CHF | 0.50 CHF | 107'929 | 75'000 | 109'684 | 75'000 | 51'412 CHF | 35'990 CHF | 80.88% | 80.88% |
10.07.2024 | 2.34% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'441 | 75'000 | 52'266 CHF | 36'668 CHF | 100.00% | 100.00% |
09.07.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 107'520 | 75'000 | 100'092 | 75'000 | 52'367 CHF | 40'075 CHF | 85.76% | 85.76% |
08.07.2024 | 2.81% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'081 | 75'000 | 51'135 CHF | 39'415 CHF | 99.32% | 99.32% |
05.07.2024 | 2.26% | 0.50 CHF | 0.52 CHF | 100'000 | 75'000 | 100'065 | 75'000 | 51'955 CHF | 39'831 CHF | 93.97% | 93.97% |
04.07.2024 | 2.27% | 0.49 CHF | 0.50 CHF | 109'848 | 75'000 | 109'119 | 75'000 | 52'809 CHF | 37'141 CHF | 80.77% | 80.77% |
03.07.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 111'037 | 75'000 | 52'038 CHF | 35'961 CHF | 88.68% | 88.68% |
02.07.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 136'581 | 75'000 | 138'707 | 75'000 | 46'925 CHF | 26'168 CHF | 100.00% | 100.00% |