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 | 4.81% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 129'897 | 50'000 | 51'930 CHF | 20'975 CHF | 98.73% | 98.73% |
12.07.2024 | 4.68% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 131'108 | 50'000 | 51'421 CHF | 20'554 CHF | 99.38% | 99.38% |
11.07.2024 | 3.76% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 122'825 | 50'000 | 51'639 CHF | 21'842 CHF | 99.15% | 99.15% |
10.07.2024 | 4.33% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'526 CHF | 22'419 CHF | 100.00% | 100.00% |
09.07.2024 | 3.99% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'577 CHF | 22'364 CHF | 100.00% | 100.00% |
08.07.2024 | 4.27% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 127'923 | 50'000 | 52'593 CHF | 21'460 CHF | 100.00% | 100.00% |
05.07.2024 | 4.81% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 129'834 | 50'000 | 52'194 CHF | 21'092 CHF | 99.62% | 99.62% |
04.07.2024 | 4.35% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 128'857 | 50'000 | 52'740 CHF | 21'380 CHF | 100.00% | 100.00% |
03.07.2024 | 4.22% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 120'045 | 50'000 | 51'542 CHF | 22'393 CHF | 99.73% | 99.73% |
02.07.2024 | 3.35% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 118'961 | 50'000 | 53'439 CHF | 23'231 CHF | 100.00% | 100.00% |