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 | 4.47% | 0.31 CHF | 0.32 CHF | 169'003 | 50'000 | 167'763 | 50'000 | 45'582 CHF | 14'202 CHF | 80.23% | 80.23% |
12.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 166'830 | 50'000 | 167'134 | 50'000 | 41'245 CHF | 12'838 CHF | 99.01% | 99.01% |
11.07.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 166'732 | 50'000 | 166'661 | 50'000 | 37'160 CHF | 11'648 CHF | 99.09% | 99.09% |
10.07.2024 | 4.62% | 0.25 CHF | 0.26 CHF | 168'039 | 50'000 | 167'879 | 50'000 | 42'563 CHF | 13'273 CHF | 100.00% | 100.00% |
09.07.2024 | 4.40% | 0.28 CHF | 0.29 CHF | 168'549 | 50'000 | 166'850 | 50'000 | 37'229 CHF | 11'655 CHF | 100.00% | 100.00% |
08.07.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 165'805 | 50'000 | 165'554 | 50'000 | 32'252 CHF | 10'237 CHF | 100.00% | 100.00% |
05.07.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 167'956 | 50'000 | 166'278 | 50'000 | 47'550 CHF | 14'836 CHF | 98.86% | 98.86% |
04.07.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 157'128 | 50'000 | 51'863 CHF | 17'024 CHF | 100.00% | 100.00% |
03.07.2024 | 3.42% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 147'617 | 50'000 | 51'146 CHF | 17'942 CHF | 99.82% | 99.82% |
02.07.2024 | 2.68% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 140'947 | 50'000 | 51'846 CHF | 18'915 CHF | 100.00% | 100.00% |