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 | 4.63% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 88'992 | 62'281 | 40'490 CHF | 29'553 CHF | 98.41% | 98.41% |
12.07.2024 | 3.69% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 112'369 | 75'000 | 51'681 CHF | 35'822 CHF | 99.38% | 99.38% |
11.07.2024 | 3.84% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 124'962 | 75'000 | 52'038 CHF | 32'511 CHF | 99.16% | 99.16% |
10.07.2024 | 4.39% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 133'885 | 75'000 | 51'702 CHF | 30'277 CHF | 100.00% | 100.00% |
09.07.2024 | 4.16% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 133'456 | 75'000 | 51'539 CHF | 30'209 CHF | 100.00% | 100.00% |
08.07.2024 | 4.13% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'550 | 75'000 | 51'446 CHF | 30'806 CHF | 100.00% | 100.00% |
05.07.2024 | 3.85% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 129'014 | 75'000 | 51'906 CHF | 31'369 CHF | 99.62% | 99.62% |
04.07.2024 | 3.97% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 126'917 | 75'000 | 52'202 CHF | 32'115 CHF | 100.00% | 100.00% |
03.07.2024 | 4.30% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 129'685 | 75'000 | 51'929 CHF | 31'356 CHF | 99.73% | 99.73% |
02.07.2024 | 4.19% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 134'801 | 75'000 | 52'054 CHF | 30'300 CHF | 100.00% | 100.00% |