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% | 0.40 CHF | 0.41 CHF | 118'085 | 50'000 | 117'340 | 50'000 | 49'822 CHF | 21'731 CHF | 98.52% | 98.52% |
12.07.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 118'071 | 50'000 | 117'889 | 50'000 | 49'133 CHF | 21'339 CHF | 99.38% | 99.38% |
11.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 118'019 | 50'000 | 118'006 | 50'000 | 49'155 CHF | 21'327 CHF | 99.15% | 99.15% |
10.07.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 119'376 | 50'000 | 119'702 | 50'000 | 43'756 CHF | 18'778 CHF | 100.00% | 100.00% |
09.07.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 120'469 | 50'000 | 119'997 | 50'000 | 43'383 CHF | 18'577 CHF | 100.00% | 100.00% |
08.07.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 120'080 | 50'000 | 119'818 | 50'000 | 43'218 CHF | 18'535 CHF | 100.00% | 100.00% |
05.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 120'591 | 50'000 | 120'435 | 50'000 | 42'093 CHF | 17'976 CHF | 99.61% | 99.61% |
04.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 120'495 | 50'000 | 120'774 | 50'000 | 42'227 CHF | 17'983 CHF | 100.00% | 100.00% |
03.07.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 121'579 | 50'000 | 122'229 | 50'000 | 38'469 CHF | 16'238 CHF | 99.73% | 99.73% |
02.07.2024 | 3.46% | 0.31 CHF | 0.32 CHF | 122'453 | 50'000 | 123'491 | 50'000 | 35'182 CHF | 14'747 CHF | 100.00% | 100.00% |