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% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 172'325 | 50'000 | 51'507 CHF | 15'471 CHF | 97.72% | 97.72% |
12.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 169'082 | 50'000 | 52'535 CHF | 16'038 CHF | 74.44% | 74.44% |
11.07.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 148'415 | 50'000 | 52'031 CHF | 18'036 CHF | 97.26% | 97.26% |
10.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 149'473 | 50'000 | 52'307 CHF | 17'999 CHF | 100.00% | 100.00% |
09.07.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'237 | 50'000 | 51'515 CHF | 17'647 CHF | 96.35% | 96.35% |
08.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 51'086 CHF | 18'745 CHF | 99.52% | 99.52% |
05.07.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 137'999 | 50'000 | 52'412 CHF | 19'497 CHF | 97.10% | 97.10% |
04.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 52'260 CHF | 19'164 CHF | 100.00% | 100.00% |
03.07.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'320 | 50'000 | 52'360 CHF | 19'160 CHF | 100.00% | 100.00% |
02.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 141'680 | 50'000 | 50'884 CHF | 18'463 CHF | 94.06% | 94.06% |