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 | 2.21% | 0.52 CHF | 0.53 CHF | 96'178 | 50'000 | 95'961 | 50'000 | 50'631 CHF | 26'977 CHF | 99.69% | 99.69% |
12.07.2024 | 2.48% | 0.53 CHF | 0.55 CHF | 95'982 | 50'000 | 96'076 | 50'000 | 50'977 CHF | 27'205 CHF | 99.01% | 99.01% |
11.07.2024 | 2.98% | 0.54 CHF | 0.55 CHF | 94'974 | 50'000 | 97'572 | 50'000 | 50'793 CHF | 26'823 CHF | 99.08% | 99.08% |
10.07.2024 | 2.22% | 0.53 CHF | 0.54 CHF | 97'666 | 50'000 | 99'838 | 50'000 | 50'658 CHF | 25'940 CHF | 100.00% | 100.00% |
09.07.2024 | 2.36% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 97'994 | 50'000 | 51'154 CHF | 26'729 CHF | 100.00% | 100.00% |
08.07.2024 | 2.59% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'302 | 50'000 | 49'946 CHF | 25'551 CHF | 84.18% | 84.18% |
05.07.2024 | 2.23% | 0.49 CHF | 0.51 CHF | 102'388 | 50'000 | 102'169 | 50'000 | 50'360 CHF | 25'205 CHF | 78.90% | 78.90% |
04.07.2024 | 2.31% | 0.48 CHF | 0.50 CHF | 103'898 | 50'000 | 106'005 | 50'000 | 50'449 CHF | 24'352 CHF | 100.00% | 100.00% |
03.07.2024 | 2.72% | 0.43 CHF | 0.45 CHF | 112'744 | 50'000 | 113'849 | 50'000 | 49'180 CHF | 22'197 CHF | 99.82% | 99.82% |
02.07.2024 | 3.01% | 0.40 CHF | 0.41 CHF | 121'970 | 50'000 | 122'788 | 50'000 | 47'991 CHF | 20'139 CHF | 100.00% | 100.00% |