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 | 4.66% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 96'038 | 62'281 | 39'514 CHF | 26'690 CHF | 98.41% | 98.41% |
12.07.2024 | 4.04% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 122'506 | 75'000 | 50'968 CHF | 32'517 CHF | 99.38% | 99.38% |
11.07.2024 | 4.30% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 139'726 | 75'000 | 51'863 CHF | 29'154 CHF | 99.15% | 99.15% |
10.07.2024 | 4.41% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 150'168 | 75'000 | 51'510 CHF | 26'887 CHF | 100.00% | 100.00% |
09.07.2024 | 4.44% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 150'745 | 75'000 | 51'474 CHF | 26'778 CHF | 100.00% | 100.00% |
08.07.2024 | 4.74% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 149'125 | 75'000 | 52'096 CHF | 27'477 CHF | 100.00% | 100.00% |
05.07.2024 | 4.58% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 144'617 | 75'000 | 51'620 CHF | 28'047 CHF | 99.62% | 99.62% |
04.07.2024 | 4.60% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'194 CHF | 28'715 CHF | 100.00% | 100.00% |
03.07.2024 | 4.40% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 143'699 | 75'000 | 51'310 CHF | 28'001 CHF | 99.73% | 99.73% |
02.07.2024 | 4.24% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 150'415 | 75'000 | 51'715 CHF | 27'025 CHF | 93.34% | 93.34% |