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 | 3.53% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'285 | 20'014 | 51'833 CHF | 10'690 CHF | 99.32% | 99.32% |
12.07.2024 | 3.70% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 107'832 | 20'014 | 53'711 CHF | 10'352 CHF | 99.65% | 99.65% |
11.07.2024 | 3.84% | 0.47 CHF | 0.48 CHF | 110'000 | 25'000 | 109'054 | 20'018 | 51'955 CHF | 9'944 CHF | 90.73% | 90.73% |
10.07.2024 | 4.54% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 127'853 | 20'015 | 51'554 CHF | 8'478 CHF | 99.59% | 99.59% |
09.07.2024 | 4.45% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 130'412 | 20'015 | 53'009 CHF | 8'465 CHF | 99.63% | 99.63% |
08.07.2024 | 4.30% | 0.42 CHF | 0.43 CHF | 130'000 | 25'000 | 120'177 | 20'014 | 51'316 CHF | 8'901 CHF | 99.65% | 99.65% |
05.07.2024 | 4.52% | 0.42 CHF | 0.43 CHF | 120'000 | 25'000 | 129'472 | 20'029 | 52'496 CHF | 8'479 CHF | 98.32% | 98.32% |
04.07.2024 | 4.46% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 127'962 | 20'021 | 52'544 CHF | 8'589 CHF | 100.00% | 100.00% |
03.07.2024 | 4.40% | 0.40 CHF | 0.41 CHF | 130'000 | 25'000 | 128'202 | 20'029 | 53'074 CHF | 8'663 CHF | 99.65% | 99.65% |
02.07.2024 | 4.16% | 0.41 CHF | 0.42 CHF | 130'000 | 25'000 | 120'084 | 20'012 | 52'845 CHF | 9'154 CHF | 99.66% | 99.66% |