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 | 5.46% | 0.23 CHF | 0.24 CHF | 162'257 | 75'000 | 160'972 | 75'000 | 29'378 CHF | 14'427 CHF | 99.66% | 99.66% |
12.07.2024 | 4.98% | 0.16 CHF | 0.17 CHF | 160'376 | 75'000 | 161'644 | 75'000 | 32'057 CHF | 15'616 CHF | 99.01% | 99.01% |
11.07.2024 | 3.82% | 0.20 CHF | 0.21 CHF | 161'521 | 75'000 | 163'695 | 75'000 | 42'547 CHF | 20'229 CHF | 99.09% | 99.09% |
10.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 146'925 | 75'000 | 51'450 CHF | 27'030 CHF | 100.00% | 100.00% |
09.07.2024 | 2.91% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 152'486 | 75'000 | 51'672 CHF | 26'269 CHF | 100.00% | 100.00% |
08.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 152'655 | 75'000 | 51'727 CHF | 26'188 CHF | 98.48% | 98.48% |
05.07.2024 | 3.27% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 163'001 | 75'000 | 49'163 CHF | 23'405 CHF | 98.98% | 98.98% |
04.07.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 165'806 | 75'000 | 159'234 | 75'000 | 51'610 CHF | 25'086 CHF | 91.44% | 91.44% |
03.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 148'509 | 75'000 | 51'896 CHF | 27'030 CHF | 99.96% | 99.96% |
02.07.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 119'043 | 75'000 | 52'107 CHF | 33'608 CHF | 100.00% | 100.00% |