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 | 3.78% | 0.25 CHF | 0.26 CHF | 151'763 | 50'000 | 150'279 | 50'000 | 39'128 CHF | 13'525 CHF | 99.72% | 99.72% |
12.07.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 149'381 | 50'000 | 149'342 | 50'000 | 41'059 CHF | 14'247 CHF | 99.01% | 99.01% |
11.07.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 146'602 | 50'000 | 146'246 | 50'000 | 46'508 CHF | 16'402 CHF | 99.09% | 99.09% |
10.07.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 146'768 | 50'000 | 146'614 | 50'000 | 45'876 CHF | 16'145 CHF | 100.00% | 100.00% |
09.07.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 146'474 | 50'000 | 147'790 | 50'000 | 44'825 CHF | 15'667 CHF | 100.00% | 100.00% |
08.07.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 145'772 | 50'000 | 144'913 | 50'000 | 48'245 CHF | 17'147 CHF | 100.00% | 100.00% |
05.07.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 144'685 | 50'000 | 141'767 | 50'000 | 50'309 CHF | 18'248 CHF | 85.75% | 85.75% |
04.07.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 144'785 | 50'000 | 145'048 | 50'000 | 49'801 CHF | 17'668 CHF | 100.00% | 100.00% |
03.07.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 146'390 | 50'000 | 145'647 | 50'000 | 49'796 CHF | 17'596 CHF | 100.00% | 100.00% |
02.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 147'120 | 50'000 | 147'363 | 50'000 | 47'469 CHF | 16'607 CHF | 100.00% | 100.00% |