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 | 4.11% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 86'561 | 62'281 | 39'891 CHF | 29'760 CHF | 98.41% | 98.41% |
12.07.2024 | 3.49% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 111'843 | 75'000 | 52'060 CHF | 36'177 CHF | 99.38% | 99.38% |
11.07.2024 | 3.69% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 123'791 | 75'000 | 52'135 CHF | 32'840 CHF | 99.15% | 99.15% |
10.07.2024 | 4.03% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'719 | 75'000 | 51'210 CHF | 30'596 CHF | 100.00% | 100.00% |
09.07.2024 | 3.83% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 130'791 | 75'000 | 51'153 CHF | 30'484 CHF | 100.00% | 100.00% |
08.07.2024 | 3.80% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 51'892 CHF | 31'099 CHF | 100.00% | 100.00% |
05.07.2024 | 4.01% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 128'101 | 75'000 | 52'088 CHF | 31'760 CHF | 99.62% | 99.62% |
04.07.2024 | 4.15% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 125'114 | 75'000 | 51'883 CHF | 32'436 CHF | 100.00% | 100.00% |
03.07.2024 | 3.54% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 128'619 | 75'000 | 52'325 CHF | 31'621 CHF | 99.73% | 99.73% |
02.07.2024 | 4.08% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 133'127 | 75'000 | 51'989 CHF | 30'613 CHF | 100.00% | 100.00% |