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 | 5.28% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 142'410 | 50'000 | 51'193 CHF | 18'957 CHF | 98.72% | 98.72% |
12.07.2024 | 5.25% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 140'015 | 50'000 | 51'270 CHF | 19'296 CHF | 99.38% | 99.38% |
11.07.2024 | 5.34% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 151'816 | 50'000 | 51'546 CHF | 17'930 CHF | 58.98% | 58.98% |
10.07.2024 | 5.35% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 157'444 | 50'000 | 51'430 CHF | 17'232 CHF | 45.60% | 45.60% |
09.07.2024 | 4.54% | 0.31 CHF | 0.33 CHF | 159'005 | 50'000 | 155'015 | 50'000 | 51'239 CHF | 17'301 CHF | 68.18% | 68.18% |
08.07.2024 | 4.73% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 148'703 | 50'000 | 52'064 CHF | 18'358 CHF | 100.00% | 100.00% |
05.07.2024 | 5.41% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 141'845 | 50'000 | 50'776 CHF | 18'899 CHF | 99.62% | 99.62% |
04.07.2024 | 5.21% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 147'434 | 50'000 | 51'847 CHF | 18'531 CHF | 100.00% | 100.00% |
03.07.2024 | 5.82% | 0.34 CHF | 0.35 CHF | 158'609 | 50'000 | 158'639 | 50'000 | 52'293 CHF | 17'469 CHF | 52.24% | 52.24% |
02.07.2024 | 5.15% | 0.31 CHF | 0.33 CHF | 160'577 | 50'000 | 160'183 | 50'000 | 49'935 CHF | 16'411 CHF | 57.28% | 57.28% |