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 | 3.23% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 156'960 | 75'000 | 48'108 CHF | 23'801 CHF | 88.73% | 88.73% |
12.07.2024 | 3.06% | 0.29 CHF | 0.30 CHF | 160'355 | 75'000 | 156'487 | 75'000 | 50'430 CHF | 24'972 CHF | 97.49% | 97.49% |
11.07.2024 | 2.57% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 135'515 | 75'000 | 51'997 CHF | 29'670 CHF | 99.00% | 99.00% |
10.07.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 109'979 | 75'000 | 52'424 CHF | 36'501 CHF | 100.00% | 100.00% |
09.07.2024 | 2.13% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 112'514 | 75'000 | 52'170 CHF | 35'622 CHF | 100.00% | 100.00% |
08.07.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 111'440 | 75'000 | 51'827 CHF | 35'649 CHF | 100.00% | 100.00% |
05.07.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 120'977 | 75'000 | 51'491 CHF | 32'728 CHF | 98.98% | 98.98% |
04.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 117'486 | 75'000 | 52'777 CHF | 34'466 CHF | 100.00% | 100.00% |
03.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'820 | 75'000 | 51'745 CHF | 36'483 CHF | 100.00% | 100.00% |
02.07.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 93'374 | 75'000 | 52'659 CHF | 43'092 CHF | 100.00% | 100.00% |