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 | 4.67% | 0.33 CHF | 0.34 CHF | 143'779 | 50'000 | 138'168 | 50'000 | 46'836 CHF | 17'770 CHF | 81.89% | 81.89% |
12.07.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 140'943 | 50'000 | 139'674 | 50'000 | 46'242 CHF | 17'056 CHF | 91.40% | 91.40% |
11.07.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 140'457 | 50'000 | 141'039 | 50'000 | 46'828 CHF | 17'103 CHF | 98.67% | 98.67% |
10.07.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 147'978 | 50'000 | 151'040 | 50'000 | 43'953 CHF | 15'054 CHF | 99.41% | 99.41% |
09.07.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 155'829 | 50'000 | 152'458 | 50'000 | 44'057 CHF | 14'951 CHF | 87.05% | 87.05% |
08.07.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 152'173 | 50'000 | 153'258 | 50'000 | 43'872 CHF | 14'814 CHF | 88.03% | 88.03% |
05.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 158'030 | 50'000 | 155'415 | 50'000 | 43'427 CHF | 14'472 CHF | 97.09% | 97.09% |
04.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 155'782 | 50'000 | 157'543 | 50'000 | 44'379 CHF | 14'586 CHF | 98.24% | 98.24% |
03.07.2024 | 3.82% | 0.27 CHF | 0.28 CHF | 162'867 | 50'000 | 166'893 | 50'000 | 42'890 CHF | 13'352 CHF | 99.65% | 99.65% |
02.07.2024 | 4.17% | 0.25 CHF | 0.26 CHF | 168'521 | 50'000 | 176'062 | 50'000 | 41'420 CHF | 12'270 CHF | 98.10% | 98.10% |