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 | 3.81% | 0.25 CHF | 0.26 CHF | 142'973 | 75'000 | 142'312 | 75'000 | 36'705 CHF | 20'096 CHF | 98.72% | 98.72% |
12.07.2024 | 3.99% | 0.28 CHF | 0.29 CHF | 141'248 | 75'000 | 143'164 | 75'000 | 35'349 CHF | 19'277 CHF | 99.38% | 99.38% |
11.07.2024 | 4.49% | 0.26 CHF | 0.27 CHF | 142'447 | 75'000 | 144'602 | 75'000 | 31'683 CHF | 17'194 CHF | 98.03% | 98.03% |
10.07.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 146'568 | 75'000 | 146'657 | 75'000 | 26'607 CHF | 14'358 CHF | 100.00% | 100.00% |
09.07.2024 | 4.92% | 0.17 CHF | 0.18 CHF | 146'906 | 75'000 | 145'706 | 75'000 | 29'052 CHF | 15'709 CHF | 100.00% | 100.00% |
08.07.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 145'380 | 75'000 | 145'188 | 75'000 | 29'811 CHF | 16'154 CHF | 100.00% | 100.00% |
05.07.2024 | 3.82% | 0.23 CHF | 0.24 CHF | 144'224 | 75'000 | 143'150 | 75'000 | 36'860 CHF | 20'066 CHF | 99.62% | 99.62% |
04.07.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 144'382 | 75'000 | 144'348 | 75'000 | 34'648 CHF | 18'753 CHF | 100.00% | 100.00% |
03.07.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 145'508 | 75'000 | 146'341 | 75'000 | 29'980 CHF | 16'119 CHF | 99.73% | 99.73% |
02.07.2024 | 7.24% | 0.15 CHF | 0.16 CHF | 149'272 | 75'000 | 150'054 | 75'000 | 20'030 CHF | 10'763 CHF | 93.14% | 93.14% |