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 | 2.58% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 135'878 | 50'000 | 51'999 CHF | 19'663 CHF | 99.72% | 99.72% |
12.07.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 140'085 | 50'000 | 51'451 CHF | 18'865 CHF | 99.01% | 99.01% |
11.07.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 147'054 | 50'000 | 146'121 | 50'000 | 48'025 CHF | 16'932 CHF | 99.09% | 99.09% |
10.07.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 146'480 | 50'000 | 146'813 | 50'000 | 49'072 CHF | 17'212 CHF | 100.00% | 100.00% |
09.07.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 146'237 | 50'000 | 147'486 | 50'000 | 50'624 CHF | 17'661 CHF | 100.00% | 100.00% |
08.07.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 146'011 | 50'000 | 144'743 | 50'000 | 45'660 CHF | 16'272 CHF | 100.00% | 100.00% |
05.07.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 144'685 | 50'000 | 143'918 | 50'000 | 42'441 CHF | 15'244 CHF | 98.28% | 98.28% |
04.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 144'753 | 50'000 | 145'119 | 50'000 | 44'485 CHF | 15'826 CHF | 100.00% | 100.00% |
03.07.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 146'390 | 50'000 | 145'647 | 50'000 | 44'875 CHF | 15'904 CHF | 100.00% | 100.00% |
02.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 147'120 | 50'000 | 147'363 | 50'000 | 48'317 CHF | 16'894 CHF | 100.00% | 100.00% |