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 | 2.75% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 141'315 | 75'000 | 50'757 CHF | 27'705 CHF | 99.61% | 99.61% |
12.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 140'908 | 75'000 | 50'530 CHF | 27'650 CHF | 99.01% | 99.01% |
11.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 143'074 | 75'000 | 142'925 | 75'000 | 49'894 CHF | 26'937 CHF | 93.88% | 93.88% |
10.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 133'924 | 75'000 | 51'736 CHF | 29'745 CHF | 100.00% | 100.00% |
09.07.2024 | 3.02% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 143'215 | 75'000 | 46'826 CHF | 25'270 CHF | 100.00% | 100.00% |
08.07.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 142'155 | 75'000 | 142'326 | 75'000 | 44'182 CHF | 24'027 CHF | 97.53% | 97.53% |
05.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 143'549 | 75'000 | 143'251 | 75'000 | 46'800 CHF | 25'248 CHF | 98.68% | 98.68% |
04.07.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 143'134 | 75'000 | 143'659 | 75'000 | 47'071 CHF | 25'323 CHF | 87.44% | 87.44% |
03.07.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 143'700 | 75'000 | 143'800 | 75'000 | 49'113 CHF | 26'375 CHF | 99.95% | 99.95% |
02.07.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 126'408 | 75'000 | 51'659 CHF | 31'459 CHF | 100.00% | 100.00% |