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 | 5.23% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 97'019 | 62'281 | 39'347 CHF | 26'474 CHF | 98.41% | 98.41% |
12.07.2024 | 4.01% | 0.42 CHF | 0.44 CHF | 120'000 | 75'000 | 124'977 | 75'000 | 51'316 CHF | 32'097 CHF | 99.38% | 99.38% |
11.07.2024 | 4.37% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 140'684 | 75'000 | 51'548 CHF | 28'792 CHF | 99.15% | 99.15% |
10.07.2024 | 4.81% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 153'098 | 75'000 | 51'611 CHF | 26'541 CHF | 100.00% | 100.00% |
09.07.2024 | 4.92% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 153'415 | 75'000 | 51'588 CHF | 26'504 CHF | 100.00% | 100.00% |
08.07.2024 | 4.98% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 150'492 | 75'000 | 51'794 CHF | 27'133 CHF | 100.00% | 100.00% |
05.07.2024 | 4.42% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 147'344 | 75'000 | 52'006 CHF | 27'682 CHF | 99.62% | 99.62% |
04.07.2024 | 4.77% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 141'388 | 75'000 | 51'131 CHF | 28'459 CHF | 100.00% | 100.00% |
03.07.2024 | 4.98% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 147'943 | 75'000 | 51'860 CHF | 27'645 CHF | 99.73% | 99.73% |
02.07.2024 | 4.91% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 151'420 | 75'000 | 51'609 CHF | 26'988 CHF | 74.45% | 74.45% |