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 | 2.97% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 156'010 | 50'000 | 51'667 CHF | 17'073 CHF | 98.72% | 98.72% |
12.07.2024 | 3.12% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 164'793 | 50'000 | 51'972 CHF | 16'291 CHF | 99.38% | 99.38% |
11.07.2024 | 3.35% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 176'043 | 75'000 | 51'729 CHF | 22'804 CHF | 86.22% | 86.22% |
10.07.2024 | 3.68% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 193'192 | 75'000 | 51'504 CHF | 20'767 CHF | 100.00% | 100.00% |
09.07.2024 | 3.35% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 174'877 | 75'000 | 51'385 CHF | 22'809 CHF | 100.00% | 100.00% |
08.07.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 169'269 | 50'000 | 51'314 CHF | 15'661 CHF | 100.00% | 100.00% |
05.07.2024 | 2.85% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 150'410 | 50'000 | 51'971 CHF | 17'804 CHF | 99.62% | 99.62% |
04.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 160'041 | 50'000 | 51'853 CHF | 16'700 CHF | 100.00% | 100.00% |
03.07.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 169'071 | 75'000 | 51'785 CHF | 23'732 CHF | 99.73% | 99.73% |
02.07.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 180'861 | 50'000 | 51'119 CHF | 14'635 CHF | 98.23% | 98.23% |