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 | 3.11% | 0.30 CHF | 0.32 CHF | 170'000 | 75'000 | 154'150 | 75'000 | 52'012 CHF | 26'149 CHF | 98.73% | 98.73% |
12.07.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 160'150 | 75'000 | 51'644 CHF | 24'968 CHF | 98.60% | 98.60% |
11.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 169'616 | 75'000 | 51'932 CHF | 23'725 CHF | 98.86% | 98.86% |
10.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 176'147 | 75'000 | 51'708 CHF | 22'785 CHF | 99.38% | 99.38% |
09.07.2024 | 3.66% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 190'497 | 75'000 | 51'047 CHF | 20'895 CHF | 100.00% | 100.00% |
08.07.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 178'419 | 75'000 | 51'401 CHF | 22'368 CHF | 97.26% | 97.26% |
05.07.2024 | 3.21% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 169'405 | 75'000 | 51'965 CHF | 23'804 CHF | 99.62% | 99.62% |
04.07.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 171'094 | 75'000 | 51'787 CHF | 23'477 CHF | 100.00% | 100.00% |
03.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 181'552 | 75'000 | 51'167 CHF | 21'949 CHF | 99.72% | 99.72% |
02.07.2024 | 4.73% | 0.22 CHF | 0.23 CHF | 226'966 | 75'000 | 227'627 | 75'000 | 47'024 CHF | 16'244 CHF | 100.00% | 100.00% |