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 | 4.90% | 0.28 CHF | 0.29 CHF | 154'913 | 50'000 | 154'042 | 50'000 | 44'537 CHF | 15'183 CHF | 98.72% | 98.72% |
12.07.2024 | 5.02% | 0.30 CHF | 0.32 CHF | 152'581 | 50'000 | 153'564 | 50'000 | 45'439 CHF | 15'556 CHF | 99.38% | 99.38% |
11.07.2024 | 6.60% | 0.29 CHF | 0.30 CHF | 154'050 | 50'000 | 156'495 | 50'000 | 41'477 CHF | 14'158 CHF | 99.15% | 99.15% |
10.07.2024 | 6.03% | 0.26 CHF | 0.28 CHF | 157'429 | 50'000 | 157'492 | 50'000 | 40'559 CHF | 13'679 CHF | 100.00% | 100.00% |
09.07.2024 | 6.77% | 0.24 CHF | 0.25 CHF | 159'407 | 50'000 | 157'116 | 50'000 | 40'498 CHF | 13'790 CHF | 100.00% | 100.00% |
08.07.2024 | 5.52% | 0.28 CHF | 0.29 CHF | 155'548 | 50'000 | 155'245 | 50'000 | 43'027 CHF | 14'644 CHF | 100.00% | 100.00% |
05.07.2024 | 4.46% | 0.28 CHF | 0.29 CHF | 155'854 | 50'000 | 155'059 | 50'000 | 44'651 CHF | 15'058 CHF | 99.62% | 99.62% |
04.07.2024 | 5.30% | 0.28 CHF | 0.29 CHF | 156'033 | 50'000 | 155'951 | 50'000 | 43'760 CHF | 14'793 CHF | 100.00% | 100.00% |
03.07.2024 | 6.68% | 0.27 CHF | 0.29 CHF | 156'660 | 50'000 | 158'072 | 50'000 | 41'197 CHF | 13'933 CHF | 99.73% | 99.73% |
02.07.2024 | 7.24% | 0.24 CHF | 0.25 CHF | 160'366 | 50'000 | 159'970 | 50'000 | 38'502 CHF | 12'939 CHF | 100.00% | 100.00% |