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 | 2.76% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 145'043 | 75'000 | 51'919 CHF | 27'650 CHF | 88.82% | 88.82% |
12.07.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 146'727 | 75'000 | 51'547 CHF | 27'141 CHF | 88.13% | 88.13% |
11.07.2024 | 3.09% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 163'358 | 75'000 | 51'975 CHF | 24'658 CHF | 90.85% | 90.85% |
10.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 183'395 | 75'000 | 50'706 CHF | 21'495 CHF | 100.00% | 100.00% |
09.07.2024 | 3.53% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 184'573 | 75'000 | 51'343 CHF | 21'643 CHF | 94.95% | 94.95% |
08.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 180'098 | 75'000 | 51'220 CHF | 22'081 CHF | 99.31% | 99.31% |
05.07.2024 | 3.16% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 166'536 | 75'000 | 51'869 CHF | 24'140 CHF | 97.54% | 97.54% |
04.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 171'078 | 75'000 | 51'537 CHF | 23'349 CHF | 95.45% | 95.45% |
03.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 178'148 | 75'000 | 51'398 CHF | 22'419 CHF | 99.89% | 99.89% |
02.07.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 202'360 | 75'000 | 50'414 CHF | 19'446 CHF | 99.90% | 99.90% |