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% | 0.29 CHF | 0.30 CHF | 118'281 | 50'000 | 117'389 | 50'000 | 36'451 CHF | 16'028 CHF | 98.52% | 98.52% |
12.07.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 117'968 | 50'000 | 117'833 | 50'000 | 35'628 CHF | 15'619 CHF | 99.38% | 99.38% |
11.07.2024 | 3.27% | 0.29 CHF | 0.30 CHF | 117'862 | 50'000 | 118'064 | 50'000 | 35'511 CHF | 15'539 CHF | 99.16% | 99.16% |
10.07.2024 | 3.92% | 0.28 CHF | 0.29 CHF | 119'283 | 50'000 | 119'844 | 50'000 | 30'003 CHF | 13'019 CHF | 100.00% | 100.00% |
09.07.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 120'375 | 50'000 | 119'988 | 50'000 | 29'673 CHF | 12'866 CHF | 100.00% | 100.00% |
08.07.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 120'268 | 50'000 | 119'767 | 50'000 | 29'053 CHF | 12'629 CHF | 100.00% | 100.00% |
05.07.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 120'726 | 50'000 | 120'520 | 50'000 | 28'298 CHF | 12'241 CHF | 99.62% | 99.62% |
04.07.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 120'455 | 50'000 | 120'797 | 50'000 | 28'587 CHF | 12'333 CHF | 100.00% | 100.00% |
03.07.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 121'812 | 50'000 | 122'207 | 50'000 | 24'540 CHF | 10'541 CHF | 99.73% | 99.73% |
02.07.2024 | 5.71% | 0.20 CHF | 0.21 CHF | 122'481 | 50'000 | 123'459 | 50'000 | 21'106 CHF | 9'050 CHF | 100.00% | 100.00% |