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 | 3.17% | 0.51 CHF | 0.52 CHF | 80'248 | 75'000 | 80'143 | 75'000 | 41'123 CHF | 39'722 CHF | 99.69% | 99.69% |
12.07.2024 | 2.18% | 0.52 CHF | 0.53 CHF | 80'053 | 75'000 | 80'232 | 75'000 | 41'502 CHF | 39'652 CHF | 99.01% | 99.01% |
11.07.2024 | 2.46% | 0.52 CHF | 0.53 CHF | 80'065 | 75'000 | 81'058 | 75'000 | 39'568 CHF | 37'528 CHF | 99.09% | 99.09% |
10.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 80'948 | 75'000 | 80'808 | 75'000 | 40'825 CHF | 38'642 CHF | 100.00% | 100.00% |
09.07.2024 | 2.16% | 0.52 CHF | 0.53 CHF | 80'355 | 75'000 | 79'453 | 75'000 | 44'559 CHF | 42'994 CHF | 100.00% | 100.00% |
08.07.2024 | 2.07% | 0.56 CHF | 0.57 CHF | 79'488 | 75'000 | 79'540 | 75'000 | 43'701 CHF | 42'069 CHF | 100.00% | 100.00% |
05.07.2024 | 2.27% | 0.54 CHF | 0.55 CHF | 79'905 | 75'000 | 79'591 | 75'000 | 44'301 CHF | 42'715 CHF | 96.57% | 96.57% |
04.07.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 80'932 | 75'000 | 80'962 | 75'000 | 41'209 CHF | 38'977 CHF | 100.00% | 100.00% |
03.07.2024 | 2.36% | 0.47 CHF | 0.49 CHF | 81'810 | 75'000 | 81'785 | 75'000 | 39'487 CHF | 37'080 CHF | 100.00% | 100.00% |
02.07.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 86'578 | 75'000 | 86'922 | 75'000 | 25'411 CHF | 22'678 CHF | 100.00% | 100.00% |