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 | 3.34% | 0.28 CHF | 0.29 CHF | 141'546 | 25'000 | 138'591 | 25'000 | 40'790 CHF | 7'612 CHF | 99.72% | 99.72% |
12.07.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 134'463 | 25'000 | 139'141 | 25'000 | 40'969 CHF | 7'614 CHF | 99.01% | 99.01% |
11.07.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 137'181 | 25'000 | 145'408 | 25'000 | 40'407 CHF | 7'203 CHF | 96.46% | 96.46% |
10.07.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 149'901 | 25'000 | 152'454 | 25'000 | 38'819 CHF | 6'615 CHF | 100.00% | 100.00% |
09.07.2024 | 3.59% | 0.24 CHF | 0.25 CHF | 156'415 | 25'000 | 146'565 | 25'000 | 40'233 CHF | 7'126 CHF | 100.00% | 100.00% |
08.07.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 147'389 | 25'000 | 143'868 | 25'000 | 40'633 CHF | 7'312 CHF | 100.00% | 100.00% |
05.07.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 145'553 | 25'000 | 143'089 | 25'000 | 42'072 CHF | 7'601 CHF | 98.98% | 98.98% |
04.07.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 145'642 | 25'000 | 143'714 | 25'000 | 42'972 CHF | 7'726 CHF | 100.00% | 100.00% |
03.07.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 143'897 | 25'000 | 147'814 | 25'000 | 42'025 CHF | 7'358 CHF | 100.00% | 100.00% |
02.07.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 154'671 | 25'000 | 156'682 | 25'000 | 40'171 CHF | 6'661 CHF | 100.00% | 100.00% |