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 | 4.77% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 91'840 | 62'205 | 39'807 CHF | 28'129 CHF | 98.72% | 98.72% |
12.07.2024 | 4.11% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 121'036 | 75'000 | 52'980 CHF | 34'226 CHF | 99.38% | 99.38% |
11.07.2024 | 4.05% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 131'237 | 75'000 | 51'724 CHF | 30'870 CHF | 99.15% | 99.15% |
10.07.2024 | 4.18% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'052 CHF | 28'516 CHF | 100.00% | 100.00% |
09.07.2024 | 4.57% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 140'191 | 75'000 | 50'949 CHF | 28'532 CHF | 100.00% | 100.00% |
08.07.2024 | 4.14% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 52'227 CHF | 29'161 CHF | 100.00% | 100.00% |
05.07.2024 | 4.26% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 138'004 | 75'000 | 52'399 CHF | 29'732 CHF | 99.62% | 99.62% |
04.07.2024 | 3.60% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 132'394 | 75'000 | 51'673 CHF | 30'358 CHF | 100.00% | 100.00% |
03.07.2024 | 4.61% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 138'172 | 75'000 | 52'354 CHF | 29'773 CHF | 99.73% | 99.73% |
02.07.2024 | 3.94% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 141'349 | 75'000 | 51'592 CHF | 28'584 CHF | 100.00% | 100.00% |