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 | 5.17% | 0.45 CHF | 0.47 CHF | 96'344 | 25'000 | 96'102 | 25'000 | 43'667 CHF | 11'962 CHF | 94.83% | 94.83% |
12.07.2024 | 5.83% | 0.45 CHF | 0.48 CHF | 96'053 | 25'000 | 96'308 | 25'000 | 43'371 CHF | 11'934 CHF | 99.01% | 99.01% |
11.07.2024 | 6.52% | 0.44 CHF | 0.47 CHF | 96'431 | 25'000 | 97'706 | 25'000 | 40'424 CHF | 11'041 CHF | 99.09% | 99.09% |
10.07.2024 | 6.29% | 0.40 CHF | 0.43 CHF | 98'553 | 25'000 | 98'440 | 25'000 | 39'341 CHF | 10'639 CHF | 100.00% | 100.00% |
09.07.2024 | 7.28% | 0.40 CHF | 0.43 CHF | 98'424 | 25'000 | 98'625 | 25'000 | 38'929 CHF | 10'613 CHF | 100.00% | 100.00% |
08.07.2024 | 7.13% | 0.39 CHF | 0.42 CHF | 98'741 | 25'000 | 98'357 | 25'000 | 38'589 CHF | 10'534 CHF | 100.00% | 100.00% |
05.07.2024 | 7.39% | 0.38 CHF | 0.41 CHF | 99'022 | 25'000 | 99'060 | 25'000 | 37'977 CHF | 10'320 CHF | 98.87% | 98.87% |
04.07.2024 | 7.44% | 0.38 CHF | 0.41 CHF | 99'414 | 25'000 | 99'640 | 25'000 | 37'360 CHF | 10'099 CHF | 100.00% | 100.00% |
03.07.2024 | 7.97% | 0.35 CHF | 0.38 CHF | 100'636 | 25'000 | 100'612 | 25'000 | 35'556 CHF | 9'569 CHF | 99.73% | 99.73% |
02.07.2024 | 6.63% | 0.34 CHF | 0.37 CHF | 101'282 | 25'000 | 100'950 | 25'000 | 35'681 CHF | 9'441 CHF | 100.00% | 100.00% |