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 | 3.33% | 0.32 CHF | 0.33 CHF | 155'058 | 25'000 | 153'801 | 25'000 | 45'569 CHF | 7'655 CHF | 97.10% | 97.10% |
12.07.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 152'662 | 25'000 | 153'833 | 25'000 | 45'610 CHF | 7'661 CHF | 99.01% | 99.01% |
11.07.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 151'525 | 25'000 | 152'428 | 25'000 | 40'110 CHF | 6'828 CHF | 99.09% | 99.09% |
10.07.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 153'884 | 25'000 | 153'617 | 25'000 | 43'500 CHF | 7'329 CHF | 100.00% | 100.00% |
09.07.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 153'070 | 25'000 | 152'994 | 25'000 | 41'248 CHF | 6'989 CHF | 100.00% | 100.00% |
08.07.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 151'334 | 25'000 | 150'667 | 25'000 | 35'073 CHF | 6'069 CHF | 100.00% | 100.00% |
05.07.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 149'916 | 25'000 | 150'261 | 25'000 | 32'556 CHF | 5'666 CHF | 61.81% | 61.81% |
04.07.2024 | 6.34% | 0.27 CHF | 0.28 CHF | 153'080 | 25'000 | 22'957 | 13'430 | 6'164 CHF | 3'819 CHF | 100.00% | 100.00% |
03.07.2024 | 7.61% | 0.24 CHF | 0.26 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'995 CHF | 3'232 CHF | 99.73% | 99.73% |
02.07.2024 | 5.35% | 0.28 CHF | 0.30 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'641 CHF | 3'841 CHF | 100.00% | 100.00% |