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 | 4.12% | 0.28 CHF | 0.30 CHF | 178'341 | 50'000 | 166'866 | 50'000 | 51'318 CHF | 16'049 CHF | 56.76% | 56.76% |
12.07.2024 | 3.89% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 178'907 | 50'000 | 51'224 CHF | 14'886 CHF | 41.92% | 41.92% |
11.07.2024 | 3.76% | 0.29 CHF | 0.31 CHF | 176'894 | 50'000 | 163'837 | 50'000 | 51'715 CHF | 16'419 CHF | 34.69% | 34.69% |
10.07.2024 | 3.94% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 141'402 | 50'000 | 51'618 CHF | 19'001 CHF | 99.98% | 99.98% |
09.07.2024 | 3.80% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 136'551 | 50'000 | 51'829 CHF | 19'724 CHF | 99.99% | 99.99% |
08.07.2024 | 3.02% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 138'133 | 50'000 | 52'405 CHF | 19'565 CHF | 100.00% | 100.00% |
05.07.2024 | 3.32% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 141'694 | 50'000 | 51'021 CHF | 18'622 CHF | 99.62% | 99.62% |
04.07.2024 | 3.63% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'126 | 50'000 | 51'645 CHF | 19'110 CHF | 100.00% | 100.00% |
03.07.2024 | 4.06% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 163'496 | 50'000 | 52'134 CHF | 16'632 CHF | 80.13% | 80.13% |
02.07.2024 | 4.84% | 0.27 CHF | 0.28 CHF | 193'552 | 50'000 | 199'829 | 50'000 | 49'874 CHF | 13'109 CHF | 59.62% | 59.62% |