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 | 2.82% | 0.33 CHF | 0.34 CHF | 145'430 | 75'000 | 142'779 | 75'000 | 50'020 CHF | 27'045 CHF | 99.61% | 99.61% |
12.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 144'818 | 75'000 | 143'687 | 75'000 | 50'698 CHF | 27'220 CHF | 63.69% | 63.69% |
11.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'458 | 75'000 | 50'944 CHF | 27'971 CHF | 81.98% | 81.98% |
10.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 145'957 | 75'000 | 146'025 | 75'000 | 47'366 CHF | 25'081 CHF | 100.00% | 100.00% |
09.07.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 144'790 | 75'000 | 133'917 | 75'000 | 51'387 CHF | 29'560 CHF | 99.43% | 99.43% |
08.07.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 129'988 | 75'000 | 52'042 CHF | 30'829 CHF | 97.53% | 97.53% |
05.07.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 134'370 | 75'000 | 52'675 CHF | 30'189 CHF | 98.69% | 98.69% |
04.07.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 133'405 | 75'000 | 51'864 CHF | 29'925 CHF | 87.44% | 87.44% |
03.07.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 139'252 | 75'000 | 51'797 CHF | 28'677 CHF | 93.45% | 93.45% |
02.07.2024 | 3.23% | 0.33 CHF | 0.34 CHF | 146'926 | 75'000 | 148'299 | 75'000 | 45'271 CHF | 23'650 CHF | 100.00% | 100.00% |