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 | 2.98% | 0.32 CHF | 0.33 CHF | 142'955 | 75'000 | 142'438 | 75'000 | 47'086 CHF | 25'545 CHF | 90.20% | 90.20% |
12.07.2024 | 3.10% | 0.36 CHF | 0.37 CHF | 141'534 | 75'000 | 143'392 | 75'000 | 45'687 CHF | 24'651 CHF | 89.27% | 89.27% |
11.07.2024 | 3.33% | 0.33 CHF | 0.34 CHF | 142'365 | 75'000 | 144'635 | 75'000 | 42'802 CHF | 22'956 CHF | 99.15% | 99.15% |
10.07.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 146'465 | 75'000 | 146'604 | 75'000 | 37'777 CHF | 20'078 CHF | 100.00% | 100.00% |
09.07.2024 | 3.57% | 0.24 CHF | 0.25 CHF | 147'125 | 75'000 | 145'670 | 75'000 | 40'221 CHF | 21'464 CHF | 100.00% | 100.00% |
08.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 145'551 | 75'000 | 145'203 | 75'000 | 40'794 CHF | 21'826 CHF | 100.00% | 100.00% |
05.07.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 144'447 | 75'000 | 143'201 | 75'000 | 47'717 CHF | 25'747 CHF | 99.62% | 99.62% |
04.07.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 144'746 | 75'000 | 144'307 | 75'000 | 45'661 CHF | 24'482 CHF | 100.00% | 100.00% |
03.07.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 145'359 | 75'000 | 146'366 | 75'000 | 41'332 CHF | 21'933 CHF | 99.73% | 99.73% |
02.07.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 149'227 | 75'000 | 150'047 | 75'000 | 31'671 CHF | 16'583 CHF | 100.00% | 100.00% |