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 | 3.03% | 0.44 CHF | 0.46 CHF | 105'017 | 50'000 | 105'113 | 50'000 | 46'322 CHF | 22'712 CHF | 98.73% | 98.73% |
12.07.2024 | 5.05% | 0.40 CHF | 0.43 CHF | 25'000 | 25'000 | 40'350 | 29'682 | 16'283 CHF | 12'581 CHF | 91.77% | 91.77% |
11.07.2024 | 4.80% | 0.27 CHF | 0.28 CHF | 112'520 | 50'000 | 115'099 | 50'000 | 26'225 CHF | 11'957 CHF | 99.15% | 99.15% |
10.07.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 115'652 | 50'000 | 116'182 | 50'000 | 24'426 CHF | 11'023 CHF | 100.00% | 100.00% |
09.07.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 115'995 | 50'000 | 115'154 | 50'000 | 26'323 CHF | 11'971 CHF | 100.00% | 100.00% |
08.07.2024 | 4.83% | 0.23 CHF | 0.24 CHF | 114'787 | 50'000 | 115'094 | 50'000 | 26'080 CHF | 11'891 CHF | 100.00% | 100.00% |
05.07.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 115'560 | 50'000 | 114'471 | 50'000 | 28'147 CHF | 12'862 CHF | 99.62% | 99.62% |
04.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 115'148 | 50'000 | 115'758 | 50'000 | 26'633 CHF | 12'016 CHF | 100.00% | 100.00% |
03.07.2024 | 6.04% | 0.23 CHF | 0.24 CHF | 115'783 | 50'000 | 116'271 | 50'000 | 25'574 CHF | 11'686 CHF | 99.73% | 99.73% |
02.07.2024 | 5.23% | 0.23 CHF | 0.25 CHF | 115'658 | 50'000 | 115'581 | 50'000 | 27'628 CHF | 12'594 CHF | 100.00% | 100.00% |