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 | 3.05% | 0.33 CHF | 0.34 CHF | 151'183 | 50'000 | 149'517 | 50'000 | 48'335 CHF | 16'663 CHF | 99.72% | 99.72% |
12.07.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 149'782 | 50'000 | 149'080 | 50'000 | 45'812 CHF | 15'865 CHF | 99.01% | 99.01% |
11.07.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 147'054 | 50'000 | 146'121 | 50'000 | 39'258 CHF | 13'932 CHF | 99.08% | 99.08% |
10.07.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 147'121 | 50'000 | 146'863 | 50'000 | 40'438 CHF | 14'267 CHF | 100.00% | 100.00% |
09.07.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 146'237 | 50'000 | 147'498 | 50'000 | 41'778 CHF | 14'661 CHF | 100.00% | 100.00% |
08.07.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 146'011 | 50'000 | 144'743 | 50'000 | 36'976 CHF | 13'272 CHF | 100.00% | 100.00% |
05.07.2024 | 4.17% | 0.25 CHF | 0.26 CHF | 144'685 | 50'000 | 143'918 | 50'000 | 33'806 CHF | 12'244 CHF | 98.28% | 98.28% |
04.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 144'753 | 50'000 | 145'119 | 50'000 | 35'778 CHF | 12'826 CHF | 100.00% | 100.00% |
03.07.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 146'390 | 50'000 | 145'647 | 50'000 | 36'136 CHF | 12'904 CHF | 100.00% | 100.00% |
02.07.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 147'120 | 50'000 | 147'363 | 50'000 | 39'475 CHF | 13'894 CHF | 100.00% | 100.00% |