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 | 4.79% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 91'886 | 62'281 | 39'915 CHF | 28'228 CHF | 98.41% | 98.41% |
12.07.2024 | 3.98% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 120'907 | 75'000 | 53'017 CHF | 34'238 CHF | 99.38% | 99.38% |
11.07.2024 | 4.06% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 131'174 | 75'000 | 51'753 CHF | 30'904 CHF | 99.15% | 99.15% |
10.07.2024 | 4.55% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'078 CHF | 28'637 CHF | 100.00% | 100.00% |
09.07.2024 | 4.54% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 140'190 | 75'000 | 51'099 CHF | 28'610 CHF | 100.00% | 100.00% |
08.07.2024 | 4.18% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 52'258 CHF | 29'188 CHF | 100.00% | 100.00% |
05.07.2024 | 4.32% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 138'004 | 75'000 | 52'472 CHF | 29'789 CHF | 99.62% | 99.62% |
04.07.2024 | 3.71% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 132'002 | 75'000 | 51'579 CHF | 30'426 CHF | 100.00% | 100.00% |
03.07.2024 | 4.43% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 138'079 | 75'000 | 52'426 CHF | 29'780 CHF | 99.73% | 99.73% |
02.07.2024 | 4.08% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 141'228 | 75'000 | 51'581 CHF | 28'642 CHF | 100.00% | 100.00% |