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 | 3.29% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 154'348 | 50'000 | 51'945 CHF | 17'410 CHF | 99.00% | 99.00% |
12.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'751 | 50'000 | 50'721 CHF | 18'538 CHF | 98.77% | 98.77% |
11.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 139'522 | 50'000 | 52'353 CHF | 19'299 CHF | 99.09% | 99.09% |
10.07.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 141'393 | 50'000 | 50'926 CHF | 18'545 CHF | 100.00% | 100.00% |
09.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 137'171 | 50'000 | 52'045 CHF | 19'544 CHF | 100.00% | 100.00% |
08.07.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'627 | 50'000 | 51'998 CHF | 20'458 CHF | 100.00% | 100.00% |
05.07.2024 | 2.97% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 149'377 | 50'000 | 51'854 CHF | 17'912 CHF | 98.86% | 98.86% |
04.07.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 160'782 | 50'000 | 52'159 CHF | 16'770 CHF | 100.00% | 100.00% |
03.07.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 163'467 | 50'000 | 51'753 CHF | 16'347 CHF | 99.82% | 99.82% |
02.07.2024 | 3.27% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 167'637 | 50'000 | 51'926 CHF | 16'010 CHF | 100.00% | 100.00% |