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 | 6.54% | 0.26 CHF | 0.28 CHF | 154'913 | 50'000 | 154'253 | 50'000 | 38'489 CHF | 13'318 CHF | 98.72% | 98.72% |
12.07.2024 | 7.12% | 0.23 CHF | 0.25 CHF | 152'888 | 50'000 | 153'580 | 50'000 | 37'028 CHF | 12'944 CHF | 99.38% | 99.38% |
11.07.2024 | 6.07% | 0.25 CHF | 0.27 CHF | 154'016 | 50'000 | 156'466 | 50'000 | 42'262 CHF | 14'342 CHF | 99.16% | 99.16% |
10.07.2024 | 5.93% | 0.27 CHF | 0.29 CHF | 156'953 | 50'000 | 157'427 | 50'000 | 43'984 CHF | 14'822 CHF | 100.00% | 100.00% |
09.07.2024 | 5.84% | 0.30 CHF | 0.32 CHF | 159'407 | 50'000 | 157'286 | 50'000 | 43'840 CHF | 14'771 CHF | 100.00% | 100.00% |
08.07.2024 | 6.79% | 0.26 CHF | 0.28 CHF | 155'744 | 50'000 | 155'275 | 50'000 | 40'341 CHF | 13'903 CHF | 100.00% | 100.00% |
05.07.2024 | 6.72% | 0.26 CHF | 0.28 CHF | 155'976 | 50'000 | 155'191 | 50'000 | 39'097 CHF | 13'474 CHF | 99.62% | 99.62% |
04.07.2024 | 6.52% | 0.26 CHF | 0.28 CHF | 156'352 | 50'000 | 156'017 | 50'000 | 40'285 CHF | 13'780 CHF | 100.00% | 100.00% |
03.07.2024 | 5.47% | 0.27 CHF | 0.28 CHF | 156'794 | 50'000 | 158'172 | 50'000 | 44'131 CHF | 14'734 CHF | 99.73% | 99.73% |
02.07.2024 | 5.38% | 0.30 CHF | 0.32 CHF | 160'208 | 50'000 | 159'967 | 50'000 | 47'301 CHF | 15'601 CHF | 100.00% | 100.00% |