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 | 6.23% | 0.30 CHF | 0.31 CHF | 154'913 | 50'000 | 154'043 | 50'000 | 44'113 CHF | 15'237 CHF | 98.72% | 98.72% |
12.07.2024 | 6.29% | 0.27 CHF | 0.29 CHF | 152'632 | 50'000 | 153'544 | 50'000 | 42'822 CHF | 14'850 CHF | 99.38% | 99.38% |
11.07.2024 | 5.71% | 0.29 CHF | 0.30 CHF | 154'050 | 50'000 | 156'495 | 50'000 | 48'031 CHF | 16'244 CHF | 99.15% | 99.15% |
10.07.2024 | 5.84% | 0.31 CHF | 0.33 CHF | 157'429 | 50'000 | 157'529 | 50'000 | 49'848 CHF | 16'773 CHF | 100.00% | 100.00% |
09.07.2024 | 5.79% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 157'308 | 50'000 | 49'619 CHF | 16'710 CHF | 100.00% | 100.00% |
08.07.2024 | 5.81% | 0.30 CHF | 0.32 CHF | 155'628 | 50'000 | 155'298 | 50'000 | 46'467 CHF | 15'856 CHF | 100.00% | 100.00% |
05.07.2024 | 5.65% | 0.30 CHF | 0.32 CHF | 155'854 | 50'000 | 155'024 | 50'000 | 45'244 CHF | 15'442 CHF | 99.62% | 99.62% |
04.07.2024 | 5.41% | 0.30 CHF | 0.32 CHF | 156'033 | 50'000 | 155'994 | 50'000 | 46'424 CHF | 15'707 CHF | 100.00% | 100.00% |
03.07.2024 | 4.15% | 0.31 CHF | 0.32 CHF | 156'945 | 50'000 | 158'088 | 50'000 | 50'252 CHF | 16'567 CHF | 99.73% | 99.73% |
02.07.2024 | 4.85% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 155'353 | 50'000 | 51'959 CHF | 17'561 CHF | 100.00% | 100.00% |