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 | 3.05% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 157'449 | 50'000 | 50'937 CHF | 16'762 CHF | 99.72% | 99.72% |
12.07.2024 | 4.06% | 0.29 CHF | 0.30 CHF | 166'904 | 50'000 | 167'012 | 50'000 | 48'261 CHF | 15'048 CHF | 99.01% | 99.01% |
11.07.2024 | 3.67% | 0.29 CHF | 0.30 CHF | 166'591 | 50'000 | 166'645 | 50'000 | 44'591 CHF | 13'879 CHF | 99.09% | 99.09% |
10.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 168'323 | 50'000 | 167'847 | 50'000 | 50'255 CHF | 15'470 CHF | 100.00% | 100.00% |
09.07.2024 | 3.72% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 166'800 | 50'000 | 44'153 CHF | 13'734 CHF | 100.00% | 100.00% |
08.07.2024 | 5.22% | 0.24 CHF | 0.25 CHF | 165'889 | 50'000 | 165'565 | 50'000 | 39'275 CHF | 12'488 CHF | 100.00% | 100.00% |
05.07.2024 | 2.99% | 0.30 CHF | 0.31 CHF | 167'971 | 50'000 | 156'727 | 50'000 | 51'634 CHF | 17'053 CHF | 98.86% | 98.86% |
04.07.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 137'053 | 50'000 | 51'637 CHF | 19'355 CHF | 100.00% | 100.00% |
03.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 131'996 | 50'000 | 51'910 CHF | 20'174 CHF | 99.82% | 99.82% |
02.07.2024 | 2.85% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 126'208 | 50'000 | 51'919 CHF | 21'188 CHF | 100.00% | 100.00% |