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 | 3.20% | 0.30 CHF | 0.31 CHF | 163'486 | 50'000 | 160'891 | 50'000 | 49'474 CHF | 15'883 CHF | 97.23% | 97.23% |
12.07.2024 | 3.43% | 0.32 CHF | 0.33 CHF | 158'193 | 50'000 | 167'868 | 50'000 | 48'146 CHF | 14'852 CHF | 94.91% | 94.91% |
11.07.2024 | 3.69% | 0.29 CHF | 0.30 CHF | 169'153 | 75'000 | 176'535 | 75'000 | 47'014 CHF | 20'736 CHF | 99.15% | 99.15% |
10.07.2024 | 4.22% | 0.26 CHF | 0.27 CHF | 183'323 | 75'000 | 192'819 | 75'000 | 44'783 CHF | 18'188 CHF | 100.00% | 100.00% |
09.07.2024 | 3.72% | 0.24 CHF | 0.25 CHF | 185'671 | 75'000 | 177'621 | 75'000 | 46'921 CHF | 20'581 CHF | 100.00% | 100.00% |
08.07.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 175'558 | 50'000 | 174'597 | 50'000 | 48'477 CHF | 14'384 CHF | 100.00% | 100.00% |
05.07.2024 | 3.00% | 0.29 CHF | 0.30 CHF | 170'000 | 50'000 | 156'839 | 50'000 | 51'584 CHF | 16'961 CHF | 38.41% | 38.41% |
04.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 167'930 | 50'000 | 168'915 | 50'000 | 51'304 CHF | 15'687 CHF | 98.33% | 98.33% |
03.07.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 177'957 | 75'000 | 178'931 | 75'000 | 50'599 CHF | 21'961 CHF | 61.82% | 61.82% |
02.07.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 184'026 | 50'000 | 187'228 | 50'000 | 48'647 CHF | 13'493 CHF | 81.35% | 81.35% |