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 | 3.50% | 0.29 CHF | 0.30 CHF | 80'248 | 75'000 | 80'140 | 75'000 | 22'469 CHF | 21'778 CHF | 99.70% | 99.70% |
12.07.2024 | 3.98% | 0.28 CHF | 0.29 CHF | 80'053 | 75'000 | 80'232 | 75'000 | 22'570 CHF | 21'954 CHF | 99.01% | 99.01% |
11.07.2024 | 3.85% | 0.28 CHF | 0.29 CHF | 80'065 | 75'000 | 81'058 | 75'000 | 25'104 CHF | 24'133 CHF | 99.09% | 99.09% |
10.07.2024 | 4.53% | 0.30 CHF | 0.31 CHF | 80'948 | 75'000 | 80'807 | 75'000 | 23'821 CHF | 23'133 CHF | 100.00% | 100.00% |
09.07.2024 | 5.97% | 0.28 CHF | 0.30 CHF | 80'502 | 75'000 | 79'465 | 75'000 | 19'007 CHF | 19'020 CHF | 100.00% | 100.00% |
08.07.2024 | 4.66% | 0.24 CHF | 0.26 CHF | 79'488 | 75'000 | 79'550 | 75'000 | 19'933 CHF | 19'689 CHF | 100.00% | 100.00% |
05.07.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 79'982 | 75'000 | 79'603 | 75'000 | 19'651 CHF | 19'258 CHF | 96.57% | 96.57% |
04.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 80'871 | 75'000 | 80'983 | 75'000 | 23'991 CHF | 22'965 CHF | 100.00% | 100.00% |
03.07.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 81'952 | 75'000 | 81'818 | 75'000 | 26'273 CHF | 24'827 CHF | 100.00% | 100.00% |
02.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 86'626 | 75'000 | 86'956 | 75'000 | 44'684 CHF | 39'288 CHF | 100.00% | 100.00% |