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 | 3.47% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 135'153 | 75'000 | 51'709 CHF | 29'871 CHF | 95.53% | 95.53% |
12.07.2024 | 3.37% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 135'283 | 75'000 | 52'154 CHF | 29'937 CHF | 91.67% | 91.67% |
11.07.2024 | 3.53% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 143'542 | 75'000 | 51'400 CHF | 27'852 CHF | 95.74% | 95.74% |
10.07.2024 | 4.05% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 169'846 | 75'000 | 51'477 CHF | 23'727 CHF | 99.58% | 99.58% |
09.07.2024 | 3.79% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 159'055 | 75'000 | 51'956 CHF | 25'492 CHF | 94.76% | 94.76% |
08.07.2024 | 3.83% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 158'350 | 75'000 | 51'948 CHF | 25'579 CHF | 95.93% | 95.93% |
05.07.2024 | 3.42% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 144'874 | 75'000 | 51'353 CHF | 27'557 CHF | 98.67% | 98.67% |
04.07.2024 | 3.93% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 158'430 | 100'000 | 51'767 CHF | 34'155 CHF | 100.00% | 100.00% |
03.07.2024 | 4.09% | 0.29 CHF | 0.31 CHF | 180'000 | 100'000 | 167'856 | 100'000 | 51'839 CHF | 32'196 CHF | 98.59% | 98.59% |
02.07.2024 | 4.85% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 194'967 | 100'000 | 51'297 CHF | 27'653 CHF | 100.00% | 100.00% |