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 | 2.96% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 113'906 | 100'000 | 52'358 CHF | 47'448 CHF | 89.98% | 89.98% |
12.07.2024 | 3.33% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'998 | 100'000 | 52'962 CHF | 45'630 CHF | 87.00% | 87.00% |
11.07.2024 | 2.97% | 0.44 CHF | 0.46 CHF | 120'000 | 100'000 | 112'893 | 100'000 | 52'441 CHF | 47'935 CHF | 91.48% | 91.48% |
10.07.2024 | 3.48% | 0.42 CHF | 0.44 CHF | 120'000 | 100'000 | 128'228 | 100'000 | 52'149 CHF | 42'126 CHF | 99.39% | 99.39% |
09.07.2024 | 5.46% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 65'786 | 59'456 | 25'770 CHF | 24'568 CHF | 97.89% | 97.89% |
08.07.2024 | 3.67% | 0.38 CHF | 0.40 CHF | 140'000 | 100'000 | 138'897 | 100'000 | 52'120 CHF | 38'960 CHF | 100.00% | 100.00% |
05.07.2024 | 3.83% | 0.34 CHF | 0.36 CHF | 150'000 | 100'000 | 145'856 | 100'000 | 51'800 CHF | 36'963 CHF | 98.96% | 98.96% |
04.07.2024 | 3.39% | 0.39 CHF | 0.41 CHF | 130'000 | 100'000 | 131'493 | 100'000 | 51'521 CHF | 40'550 CHF | 99.58% | 99.58% |
03.07.2024 | 3.99% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 141'934 | 100'000 | 52'007 CHF | 38'168 CHF | 99.50% | 99.50% |
02.07.2024 | 3.61% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'269 | 100'000 | 52'021 CHF | 42'135 CHF | 98.29% | 98.29% |