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 | 3.66% | 0.25 CHF | 0.26 CHF | 123'124 | 50'000 | 122'545 | 50'000 | 32'979 CHF | 13'959 CHF | 98.73% | 98.73% |
12.07.2024 | 4.06% | 0.28 CHF | 0.29 CHF | 122'158 | 50'000 | 123'645 | 50'000 | 30'020 CHF | 12'644 CHF | 99.38% | 99.38% |
11.07.2024 | 4.71% | 0.24 CHF | 0.25 CHF | 123'411 | 75'000 | 125'066 | 75'000 | 26'010 CHF | 16'354 CHF | 94.13% | 94.13% |
10.07.2024 | 6.20% | 0.20 CHF | 0.21 CHF | 125'850 | 75'000 | 127'000 | 75'000 | 20'010 CHF | 12'571 CHF | 100.00% | 100.00% |
09.07.2024 | 4.83% | 0.17 CHF | 0.18 CHF | 126'422 | 75'000 | 125'361 | 75'000 | 25'497 CHF | 16'010 CHF | 100.00% | 100.00% |
08.07.2024 | 4.42% | 0.21 CHF | 0.22 CHF | 125'017 | 50'000 | 124'551 | 50'000 | 27'566 CHF | 11'567 CHF | 100.00% | 100.00% |
05.07.2024 | 3.42% | 0.25 CHF | 0.26 CHF | 123'762 | 50'000 | 122'552 | 50'000 | 35'457 CHF | 14'973 CHF | 99.62% | 99.62% |
04.07.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 123'898 | 50'000 | 124'180 | 50'000 | 31'431 CHF | 13'156 CHF | 100.00% | 100.00% |
03.07.2024 | 4.33% | 0.25 CHF | 0.26 CHF | 124'162 | 75'000 | 125'387 | 75'000 | 28'440 CHF | 17'766 CHF | 99.73% | 99.73% |
02.07.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 126'498 | 50'000 | 126'918 | 50'000 | 24'005 CHF | 9'958 CHF | 100.00% | 100.00% |