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 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 125'734 | 75'000 | 51'550 CHF | 31'529 CHF | 98.72% | 98.72% |
12.07.2024 | 2.47% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 129'902 | 75'000 | 52'039 CHF | 30'849 CHF | 99.38% | 99.38% |
11.07.2024 | 2.60% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 135'990 | 75'000 | 51'571 CHF | 29'239 CHF | 70.18% | 70.18% |
10.07.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 146'780 | 75'000 | 146'652 | 75'000 | 49'262 CHF | 25'945 CHF | 100.00% | 100.00% |
09.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 145'638 | 75'000 | 142'305 | 75'000 | 50'401 CHF | 27'325 CHF | 11.55% | 11.55% |
08.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 145'427 | 75'000 | 141'716 | 75'000 | 50'881 CHF | 27'707 CHF | 66.75% | 66.75% |
05.07.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 126'790 | 75'000 | 51'951 CHF | 31'532 CHF | 99.62% | 99.62% |
04.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 131'499 | 75'000 | 51'892 CHF | 30'359 CHF | 100.00% | 100.00% |
03.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 146'428 | 75'000 | 141'842 | 75'000 | 50'563 CHF | 27'507 CHF | 60.03% | 60.03% |
02.07.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 149'458 | 75'000 | 150'013 | 75'000 | 43'314 CHF | 22'407 CHF | 100.00% | 100.00% |