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 | 3.42% | 0.28 CHF | 0.29 CHF | 151'183 | 50'000 | 150'279 | 50'000 | 43'283 CHF | 14'908 CHF | 99.71% | 99.71% |
12.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 149'215 | 50'000 | 149'147 | 50'000 | 45'399 CHF | 15'720 CHF | 99.01% | 99.01% |
11.07.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 146'571 | 50'000 | 145'506 | 50'000 | 49'944 CHF | 17'668 CHF | 97.32% | 97.32% |
10.07.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 146'608 | 50'000 | 146'835 | 50'000 | 50'063 CHF | 17'548 CHF | 100.00% | 100.00% |
09.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 146'474 | 50'000 | 147'735 | 50'000 | 48'992 CHF | 17'082 CHF | 99.99% | 99.99% |
08.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 145'373 | 50'000 | 141'141 | 50'000 | 50'676 CHF | 18'456 CHF | 94.50% | 94.50% |
05.07.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 138'256 | 50'000 | 52'482 CHF | 19'486 CHF | 98.98% | 98.98% |
04.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 51'923 CHF | 19'044 CHF | 100.00% | 100.00% |
03.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 146'898 | 50'000 | 140'788 | 50'000 | 52'224 CHF | 19'054 CHF | 97.61% | 97.61% |
02.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 147'535 | 50'000 | 147'292 | 50'000 | 51'299 CHF | 17'915 CHF | 94.09% | 94.09% |