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 | 2.59% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 136'631 | 50'000 | 52'098 CHF | 19'582 CHF | 99.73% | 99.73% |
12.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 133'101 | 49'990 | 51'455 CHF | 19'834 CHF | 97.74% | 97.74% |
11.07.2024 | 3.40% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 125'577 | 47'583 | 48'907 CHF | 19'048 CHF | 97.19% | 97.19% |
10.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 132'094 | 50'000 | 51'524 CHF | 20'011 CHF | 100.00% | 100.00% |
09.07.2024 | 2.55% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 135'064 | 50'000 | 52'205 CHF | 19'843 CHF | 100.00% | 100.00% |
08.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'991 | 50'000 | 51'085 CHF | 18'621 CHF | 100.00% | 100.00% |
05.07.2024 | 2.78% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 144'469 | 49'983 | 51'426 CHF | 18'330 CHF | 91.78% | 91.78% |
04.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 143'869 | 50'000 | 51'464 CHF | 18'396 CHF | 70.48% | 70.48% |
03.07.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 136'575 | 50'000 | 51'876 CHF | 19'505 CHF | 98.07% | 98.07% |
02.07.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 129'855 | 50'000 | 51'924 CHF | 20'524 CHF | 100.00% | 100.00% |