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 | 2.93% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 143'087 | 75'000 | 48'279 CHF | 26'061 CHF | 99.61% | 99.61% |
12.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 144'309 | 75'000 | 144'484 | 75'000 | 48'708 CHF | 26'033 CHF | 99.01% | 99.01% |
11.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 143'173 | 75'000 | 144'160 | 75'000 | 47'108 CHF | 25'254 CHF | 93.88% | 93.88% |
10.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 139'728 | 75'000 | 51'058 CHF | 28'169 CHF | 100.00% | 100.00% |
09.07.2024 | 3.22% | 0.34 CHF | 0.35 CHF | 144'790 | 75'000 | 143'310 | 75'000 | 43'861 CHF | 23'701 CHF | 100.00% | 100.00% |
08.07.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 141'835 | 75'000 | 142'308 | 75'000 | 41'131 CHF | 22'421 CHF | 97.53% | 97.53% |
05.07.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 143'664 | 75'000 | 143'256 | 75'000 | 43'435 CHF | 23'485 CHF | 98.69% | 98.69% |
04.07.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 143'182 | 75'000 | 143'575 | 75'000 | 43'607 CHF | 23'528 CHF | 87.44% | 87.44% |
03.07.2024 | 3.07% | 0.30 CHF | 0.31 CHF | 143'700 | 75'000 | 144'899 | 75'000 | 46'615 CHF | 24'875 CHF | 99.95% | 99.95% |
02.07.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 133'809 | 75'000 | 52'044 CHF | 29'959 CHF | 100.00% | 100.00% |