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 | 2.93% | 0.33 CHF | 0.34 CHF | 142'973 | 75'000 | 142'391 | 75'000 | 47'851 CHF | 25'956 CHF | 85.80% | 85.80% |
12.07.2024 | 3.05% | 0.36 CHF | 0.37 CHF | 141'639 | 75'000 | 143'173 | 75'000 | 46'308 CHF | 25'016 CHF | 89.81% | 89.81% |
11.07.2024 | 3.31% | 0.34 CHF | 0.35 CHF | 142'277 | 75'000 | 144'636 | 75'000 | 43'099 CHF | 23'109 CHF | 98.04% | 98.04% |
10.07.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 146'568 | 75'000 | 146'643 | 75'000 | 38'230 CHF | 20'304 CHF | 100.00% | 100.00% |
09.07.2024 | 3.53% | 0.25 CHF | 0.26 CHF | 146'906 | 75'000 | 145'706 | 75'000 | 40'708 CHF | 21'709 CHF | 100.00% | 100.00% |
08.07.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 145'696 | 75'000 | 145'184 | 75'000 | 41'191 CHF | 22'033 CHF | 100.00% | 100.00% |
05.07.2024 | 2.99% | 0.31 CHF | 0.32 CHF | 144'167 | 75'000 | 143'578 | 75'000 | 47'407 CHF | 25'520 CHF | 50.61% | 50.61% |
04.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 144'382 | 75'000 | 144'323 | 75'000 | 45'991 CHF | 24'651 CHF | 100.00% | 100.00% |
03.07.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 145'508 | 75'000 | 146'341 | 75'000 | 41'687 CHF | 22'119 CHF | 99.73% | 99.73% |
02.07.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 149'227 | 75'000 | 150'052 | 75'000 | 32'029 CHF | 16'760 CHF | 99.99% | 99.99% |