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 | 3.30% | 0.28 CHF | 0.29 CHF | 118'163 | 50'000 | 117'394 | 50'000 | 34'991 CHF | 15'405 CHF | 98.52% | 98.52% |
12.07.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 117'942 | 50'000 | 117'789 | 50'000 | 34'150 CHF | 14'997 CHF | 99.38% | 99.38% |
11.07.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 117'823 | 50'000 | 118'060 | 50'000 | 34'129 CHF | 14'954 CHF | 99.16% | 99.16% |
10.07.2024 | 4.14% | 0.26 CHF | 0.27 CHF | 119'178 | 50'000 | 119'741 | 50'000 | 28'349 CHF | 12'338 CHF | 100.00% | 100.00% |
09.07.2024 | 4.18% | 0.22 CHF | 0.23 CHF | 120'281 | 50'000 | 119'956 | 50'000 | 28'135 CHF | 12'228 CHF | 100.00% | 100.00% |
08.07.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 120'201 | 50'000 | 119'836 | 50'000 | 27'712 CHF | 12'063 CHF | 100.00% | 100.00% |
05.07.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 120'672 | 50'000 | 120'452 | 50'000 | 26'859 CHF | 11'650 CHF | 99.62% | 99.62% |
04.07.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 120'442 | 50'000 | 120'760 | 50'000 | 26'922 CHF | 11'648 CHF | 100.00% | 100.00% |
03.07.2024 | 5.21% | 0.20 CHF | 0.21 CHF | 121'675 | 50'000 | 122'200 | 50'000 | 22'882 CHF | 9'864 CHF | 99.73% | 99.73% |
02.07.2024 | 6.18% | 0.18 CHF | 0.19 CHF | 122'426 | 50'000 | 123'442 | 50'000 | 19'475 CHF | 8'390 CHF | 100.00% | 100.00% |