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 | 3.14% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 134'045 | 25'000 | 51'853 CHF | 9'990 CHF | 87.81% | 87.81% |
12.07.2024 | 3.27% | 0.41 CHF | 0.43 CHF | 130'000 | 25'000 | 137'401 | 25'000 | 51'712 CHF | 9'732 CHF | 99.01% | 99.01% |
11.07.2024 | 3.50% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 162'751 | 25'000 | 51'772 CHF | 8'274 CHF | 99.08% | 99.08% |
10.07.2024 | 4.16% | 0.27 CHF | 0.28 CHF | 190'000 | 25'000 | 179'130 | 25'000 | 51'459 CHF | 7'501 CHF | 99.99% | 99.99% |
09.07.2024 | 3.49% | 0.33 CHF | 0.34 CHF | 160'000 | 25'000 | 146'276 | 25'000 | 51'758 CHF | 9'184 CHF | 100.00% | 100.00% |
08.07.2024 | 3.28% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 145'660 | 25'000 | 51'952 CHF | 9'230 CHF | 99.34% | 99.34% |
05.07.2024 | 3.35% | 0.32 CHF | 0.33 CHF | 160'000 | 25'000 | 152'009 | 25'000 | 51'658 CHF | 8'802 CHF | 98.80% | 98.80% |
04.07.2024 | 3.34% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 151'201 | 25'000 | 51'639 CHF | 8'846 CHF | 100.00% | 100.00% |
03.07.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180'000 | 25'000 | 152'236 | 25'000 | 51'456 CHF | 8'826 CHF | 99.73% | 99.73% |
02.07.2024 | 4.00% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 174'189 | 25'000 | 51'444 CHF | 7'701 CHF | 99.97% | 99.97% |