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 | 3.60% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 145'829 | 50'000 | 51'597 CHF | 18'373 CHF | 97.09% | 97.09% |
12.07.2024 | 4.17% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 152'563 | 50'000 | 51'780 CHF | 17'700 CHF | 94.50% | 94.50% |
11.07.2024 | 3.97% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 150'934 | 50'000 | 51'775 CHF | 17'880 CHF | 98.89% | 98.89% |
10.07.2024 | 4.27% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 164'666 | 50'000 | 52'062 CHF | 16'507 CHF | 100.00% | 100.00% |
09.07.2024 | 3.79% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 157'275 | 50'000 | 51'724 CHF | 17'091 CHF | 99.99% | 99.99% |
08.07.2024 | 3.71% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 143'138 | 50'000 | 51'606 CHF | 18'723 CHF | 99.64% | 99.64% |
05.07.2024 | 3.98% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 141'925 | 50'000 | 51'909 CHF | 19'041 CHF | 98.87% | 98.87% |
04.07.2024 | 3.30% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 122'059 | 50'000 | 51'502 CHF | 21'819 CHF | 100.00% | 100.00% |
03.07.2024 | 3.52% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 130'364 | 50'000 | 51'751 CHF | 20'563 CHF | 99.73% | 99.73% |
02.07.2024 | 4.01% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 137'062 | 50'000 | 52'154 CHF | 19'825 CHF | 99.93% | 99.93% |