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 | 3.46% | 0.26 CHF | 0.27 CHF | 145'512 | 75'000 | 144'167 | 75'000 | 41'136 CHF | 22'158 CHF | 99.61% | 99.61% |
12.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 144'309 | 75'000 | 144'617 | 75'000 | 41'105 CHF | 22'069 CHF | 99.01% | 99.01% |
11.07.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 142'829 | 75'000 | 144'203 | 75'000 | 42'658 CHF | 22'941 CHF | 93.88% | 93.88% |
10.07.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 146'195 | 75'000 | 146'101 | 75'000 | 37'586 CHF | 20'048 CHF | 100.00% | 100.00% |
09.07.2024 | 3.09% | 0.29 CHF | 0.30 CHF | 144'573 | 75'000 | 143'309 | 75'000 | 45'758 CHF | 24'701 CHF | 100.00% | 100.00% |
08.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 142'107 | 75'000 | 142'304 | 75'000 | 47'305 CHF | 25'689 CHF | 85.65% | 85.65% |
05.07.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 143'549 | 75'000 | 143'251 | 75'000 | 46'313 CHF | 25'002 CHF | 98.69% | 98.69% |
04.07.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 143'134 | 75'000 | 143'659 | 75'000 | 46'307 CHF | 24'927 CHF | 87.44% | 87.44% |
03.07.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 143'620 | 75'000 | 144'904 | 75'000 | 44'011 CHF | 23'535 CHF | 99.95% | 99.95% |
02.07.2024 | 4.16% | 0.27 CHF | 0.28 CHF | 146'807 | 75'000 | 148'213 | 75'000 | 35'014 CHF | 18'473 CHF | 100.00% | 100.00% |