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 | 3.17% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 167'283 | 50'000 | 51'866 CHF | 16'020 CHF | 99.77% | 99.77% |
12.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 169'282 | 49'990 | 51'968 CHF | 15'849 CHF | 97.74% | 97.74% |
11.07.2024 | 4.17% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 159'509 | 47'615 | 48'703 CHF | 15'070 CHF | 97.10% | 97.10% |
10.07.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 170'070 | 50'000 | 51'849 CHF | 15'748 CHF | 100.00% | 100.00% |
09.07.2024 | 3.14% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 165'044 | 50'000 | 51'809 CHF | 16'213 CHF | 100.00% | 100.00% |
08.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 153'018 | 50'000 | 51'606 CHF | 17'371 CHF | 100.00% | 100.00% |
05.07.2024 | 2.86% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 149'554 | 49'983 | 51'623 CHF | 17'786 CHF | 91.78% | 91.78% |
04.07.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 152'103 | 50'000 | 51'843 CHF | 17'550 CHF | 69.20% | 69.20% |
03.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 161'855 | 50'000 | 52'019 CHF | 16'583 CHF | 98.07% | 98.07% |
02.07.2024 | 3.26% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 170'658 | 50'000 | 51'589 CHF | 15'643 CHF | 100.00% | 100.00% |