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 | 2.93% | 0.75 CHF | 0.78 CHF | 59'325 | 50'000 | 59'253 | 50'000 | 45'368 CHF | 39'424 CHF | 99.72% | 99.72% |
12.07.2024 | 2.86% | 0.77 CHF | 0.79 CHF | 59'471 | 50'000 | 59'543 | 50'000 | 45'474 CHF | 39'302 CHF | 99.01% | 99.01% |
11.07.2024 | 3.02% | 0.77 CHF | 0.80 CHF | 59'034 | 50'000 | 60'453 | 50'000 | 45'166 CHF | 38'510 CHF | 99.08% | 99.08% |
10.07.2024 | 3.09% | 0.76 CHF | 0.78 CHF | 61'132 | 50'000 | 61'570 | 50'000 | 44'425 CHF | 37'212 CHF | 100.00% | 100.00% |
09.07.2024 | 3.01% | 0.71 CHF | 0.73 CHF | 62'070 | 50'000 | 60'764 | 50'000 | 45'217 CHF | 38'352 CHF | 100.00% | 100.00% |
08.07.2024 | 2.96% | 0.70 CHF | 0.72 CHF | 62'458 | 50'000 | 62'515 | 50'000 | 44'100 CHF | 36'330 CHF | 98.90% | 98.90% |
05.07.2024 | 3.22% | 0.70 CHF | 0.73 CHF | 63'300 | 50'000 | 63'674 | 50'000 | 44'375 CHF | 35'986 CHF | 97.81% | 97.81% |
04.07.2024 | 3.55% | 0.68 CHF | 0.70 CHF | 64'431 | 50'000 | 65'205 | 50'000 | 43'488 CHF | 34'555 CHF | 100.00% | 100.00% |
03.07.2024 | 3.52% | 0.59 CHF | 0.62 CHF | 68'208 | 50'000 | 69'022 | 50'000 | 40'754 CHF | 30'586 CHF | 99.82% | 99.82% |
02.07.2024 | 3.94% | 0.54 CHF | 0.56 CHF | 72'522 | 50'000 | 73'596 | 50'000 | 38'404 CHF | 27'144 CHF | 96.66% | 96.66% |