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 | 3.28% | 0.63 CHF | 0.65 CHF | 62'213 | 50'000 | 61'714 | 50'000 | 39'623 CHF | 33'178 CHF | 99.73% | 99.73% |
12.07.2024 | 3.46% | 0.66 CHF | 0.68 CHF | 61'641 | 50'000 | 62'137 | 50'000 | 39'427 CHF | 32'854 CHF | 99.01% | 99.01% |
11.07.2024 | 3.54% | 0.61 CHF | 0.63 CHF | 63'524 | 50'000 | 64'653 | 50'000 | 38'207 CHF | 30'623 CHF | 99.08% | 99.08% |
10.07.2024 | 4.02% | 0.56 CHF | 0.59 CHF | 64'951 | 50'000 | 67'765 | 50'000 | 36'498 CHF | 28'039 CHF | 100.00% | 100.00% |
09.07.2024 | 4.25% | 0.47 CHF | 0.49 CHF | 71'135 | 50'000 | 70'555 | 50'000 | 34'916 CHF | 25'826 CHF | 97.71% | 97.71% |
08.07.2024 | 4.50% | 0.50 CHF | 0.52 CHF | 70'805 | 50'000 | 69'392 | 50'000 | 36'546 CHF | 27'551 CHF | 83.78% | 83.78% |
05.07.2024 | 3.87% | 0.57 CHF | 0.59 CHF | 67'299 | 50'000 | 65'995 | 50'000 | 38'587 CHF | 30'405 CHF | 98.55% | 98.55% |
04.07.2024 | 3.90% | 0.55 CHF | 0.57 CHF | 69'101 | 50'000 | 68'801 | 50'000 | 37'284 CHF | 28'174 CHF | 87.95% | 87.95% |
03.07.2024 | 3.93% | 0.52 CHF | 0.54 CHF | 70'499 | 50'000 | 70'409 | 50'000 | 36'110 CHF | 26'673 CHF | 98.67% | 98.67% |
02.07.2024 | 4.26% | 0.50 CHF | 0.52 CHF | 72'111 | 50'000 | 72'225 | 50'000 | 35'508 CHF | 25'660 CHF | 73.75% | 73.75% |