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 | 2.85% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 149'463 | 100'000 | 51'707 CHF | 35'871 CHF | 99.67% | 99.67% |
12.07.2024 | 2.85% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 149'122 | 100'000 | 51'633 CHF | 35'662 CHF | 98.32% | 98.32% |
11.07.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 173'932 | 100'000 | 51'735 CHF | 30'781 CHF | 99.16% | 99.16% |
10.07.2024 | 3.73% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 196'099 | 100'000 | 51'575 CHF | 27'317 CHF | 100.00% | 100.00% |
09.07.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 180'934 | 100'000 | 51'592 CHF | 29'602 CHF | 100.00% | 100.00% |
08.07.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 191'347 | 100'000 | 51'081 CHF | 27'834 CHF | 99.38% | 99.38% |
05.07.2024 | 3.66% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 189'874 | 100'000 | 50'980 CHF | 27'918 CHF | 99.60% | 99.60% |
04.07.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 186'292 | 100'000 | 51'141 CHF | 28'512 CHF | 98.75% | 98.75% |
03.07.2024 | 3.97% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 205'661 | 100'000 | 50'750 CHF | 25'730 CHF | 99.71% | 99.71% |
02.07.2024 | 4.81% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 249'205 | 100'000 | 50'546 CHF | 21'481 CHF | 100.00% | 100.00% |