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 | 2.94% | 0.33 CHF | 0.34 CHF | 151'183 | 50'000 | 148'777 | 50'000 | 49'954 CHF | 17'309 CHF | 99.72% | 99.72% |
12.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 149'498 | 50'000 | 148'591 | 50'000 | 52'101 CHF | 18'035 CHF | 86.76% | 86.76% |
11.07.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 131'428 | 50'000 | 51'411 CHF | 20'068 CHF | 99.08% | 99.08% |
10.07.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 131'806 | 50'000 | 51'264 CHF | 19'953 CHF | 100.00% | 100.00% |
09.07.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 138'123 | 50'000 | 52'194 CHF | 19'403 CHF | 100.00% | 100.00% |
08.07.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 52'826 CHF | 20'818 CHF | 100.00% | 100.00% |
05.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'322 CHF | 21'884 CHF | 98.98% | 98.98% |
04.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 121'300 | 50'000 | 50'827 CHF | 21'456 CHF | 100.00% | 100.00% |
03.07.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 122'384 | 50'000 | 50'882 CHF | 21'301 CHF | 100.00% | 100.00% |
02.07.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'118 | 50'000 | 51'668 CHF | 20'355 CHF | 100.00% | 100.00% |