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 | 3.48% | 0.31 CHF | 0.33 CHF | 142'626 | 50'000 | 138'816 | 50'000 | 45'005 CHF | 16'798 CHF | 99.72% | 99.72% |
12.07.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 141'728 | 50'000 | 146'908 | 50'000 | 44'310 CHF | 15'602 CHF | 99.01% | 99.01% |
11.07.2024 | 3.86% | 0.29 CHF | 0.30 CHF | 149'190 | 50'000 | 158'785 | 50'000 | 43'211 CHF | 14'159 CHF | 99.09% | 99.09% |
10.07.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 167'481 | 50'000 | 165'637 | 50'000 | 42'693 CHF | 13'398 CHF | 100.00% | 100.00% |
09.07.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 168'134 | 50'000 | 153'013 | 50'000 | 43'856 CHF | 14'914 CHF | 100.00% | 100.00% |
08.07.2024 | 3.47% | 0.28 CHF | 0.30 CHF | 152'858 | 50'000 | 151'073 | 50'000 | 43'947 CHF | 15'060 CHF | 100.00% | 100.00% |
05.07.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 148'164 | 50'000 | 149'938 | 50'000 | 44'775 CHF | 15'459 CHF | 98.86% | 98.86% |
04.07.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 164'191 | 50'000 | 162'408 | 50'000 | 43'824 CHF | 13'997 CHF | 100.00% | 100.00% |
03.07.2024 | 4.16% | 0.25 CHF | 0.26 CHF | 174'133 | 50'000 | 179'685 | 50'000 | 42'372 CHF | 12'293 CHF | 99.82% | 99.82% |
02.07.2024 | 4.57% | 0.23 CHF | 0.24 CHF | 187'529 | 50'000 | 195'447 | 50'000 | 41'800 CHF | 11'203 CHF | 100.00% | 100.00% |