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 | 2.49% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 131'087 | 50'000 | 51'932 CHF | 20'317 CHF | 81.98% | 81.98% |
12.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 132'616 | 50'000 | 51'622 CHF | 19'974 CHF | 91.40% | 91.40% |
11.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 133'104 | 50'000 | 51'788 CHF | 19'965 CHF | 98.67% | 98.67% |
10.07.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 147'463 | 50'000 | 52'159 CHF | 18'195 CHF | 99.41% | 99.41% |
09.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 148'991 | 50'000 | 52'102 CHF | 17'989 CHF | 87.05% | 87.05% |
08.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 149'613 | 50'000 | 52'265 CHF | 17'968 CHF | 88.03% | 88.03% |
05.07.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 151'222 | 50'000 | 51'768 CHF | 17'622 CHF | 97.09% | 97.09% |
04.07.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'116 | 50'000 | 51'709 CHF | 17'724 CHF | 98.24% | 98.24% |
03.07.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 161'722 | 50'000 | 51'983 CHF | 16'578 CHF | 99.65% | 99.65% |
02.07.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 168'810 | 50'000 | 51'269 CHF | 15'699 CHF | 98.10% | 98.10% |