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 | 5.35% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 135'397 | 50'000 | 52'190 CHF | 20'376 CHF | 98.98% | 98.98% |
12.07.2024 | 4.76% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 121'108 | 50'000 | 50'776 CHF | 21'993 CHF | 98.77% | 98.77% |
11.07.2024 | 4.56% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 119'819 | 50'000 | 52'755 CHF | 23'044 CHF | 99.09% | 99.09% |
10.07.2024 | 4.71% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 124'564 | 50'000 | 51'924 CHF | 21'860 CHF | 100.00% | 100.00% |
09.07.2024 | 4.56% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 117'671 | 50'000 | 52'443 CHF | 23'339 CHF | 100.00% | 100.00% |
08.07.2024 | 4.23% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 110'774 | 50'000 | 52'243 CHF | 24'628 CHF | 100.00% | 100.00% |
05.07.2024 | 4.98% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 130'705 | 50'000 | 52'069 CHF | 20'987 CHF | 98.86% | 98.86% |
04.07.2024 | 5.43% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 141'929 | 50'000 | 51'685 CHF | 19'234 CHF | 99.90% | 99.90% |
03.07.2024 | 5.57% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 144'387 | 50'000 | 50'996 CHF | 18'685 CHF | 99.82% | 99.82% |
02.07.2024 | 5.58% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 151'513 | 50'000 | 51'726 CHF | 18'067 CHF | 100.00% | 100.00% |