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 | 4.26% | 0.25 CHF | 0.26 CHF | 123'124 | 50'000 | 122'545 | 50'000 | 28'293 CHF | 12'041 CHF | 98.73% | 98.73% |
12.07.2024 | 3.82% | 0.22 CHF | 0.23 CHF | 122'075 | 50'000 | 123'705 | 50'000 | 31'982 CHF | 13'421 CHF | 99.38% | 99.38% |
11.07.2024 | 3.35% | 0.26 CHF | 0.27 CHF | 123'582 | 75'000 | 125'061 | 75'000 | 36'801 CHF | 22'814 CHF | 99.15% | 99.15% |
10.07.2024 | 2.84% | 0.31 CHF | 0.32 CHF | 125'804 | 75'000 | 127'026 | 75'000 | 44'107 CHF | 26'789 CHF | 100.00% | 100.00% |
09.07.2024 | 3.26% | 0.34 CHF | 0.35 CHF | 126'690 | 75'000 | 125'383 | 75'000 | 37'956 CHF | 23'448 CHF | 100.00% | 100.00% |
08.07.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 125'104 | 50'000 | 124'565 | 50'000 | 35'769 CHF | 14'857 CHF | 100.00% | 100.00% |
05.07.2024 | 4.50% | 0.26 CHF | 0.27 CHF | 123'834 | 50'000 | 122'612 | 50'000 | 26'875 CHF | 11'453 CHF | 99.26% | 99.26% |
04.07.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 124'011 | 50'000 | 124'115 | 50'000 | 31'709 CHF | 13'274 CHF | 100.00% | 100.00% |
03.07.2024 | 3.51% | 0.25 CHF | 0.26 CHF | 124'093 | 75'000 | 125'359 | 75'000 | 35'169 CHF | 21'786 CHF | 99.73% | 99.73% |
02.07.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 126'498 | 50'000 | 126'918 | 50'000 | 40'723 CHF | 16'542 CHF | 100.00% | 100.00% |