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 | 4.60% | 0.21 CHF | 0.22 CHF | 182'791 | 50'000 | 184'209 | 50'000 | 39'102 CHF | 11'114 CHF | 99.72% | 99.72% |
12.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 190'632 | 50'000 | 189'055 | 50'000 | 39'701 CHF | 11'000 CHF | 99.01% | 99.01% |
11.07.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 184'821 | 50'000 | 185'689 | 50'000 | 39'299 CHF | 11'084 CHF | 92.48% | 92.48% |
10.07.2024 | 4.64% | 0.23 CHF | 0.24 CHF | 183'051 | 50'000 | 170'422 | 47'050 | 36'164 CHF | 10'454 CHF | 100.00% | 100.00% |
09.07.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 181'940 | 50'000 | 183'886 | 50'000 | 42'200 CHF | 11'974 CHF | 100.00% | 100.00% |
08.07.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 182'653 | 50'000 | 182'248 | 50'000 | 40'313 CHF | 11'561 CHF | 100.00% | 100.00% |
05.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 179'915 | 50'000 | 175'464 | 50'000 | 42'423 CHF | 12'591 CHF | 98.98% | 98.98% |
04.07.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 176'639 | 50'000 | 177'154 | 50'000 | 44'112 CHF | 12'950 CHF | 100.00% | 100.00% |
03.07.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 187'715 | 50'000 | 188'169 | 50'000 | 42'909 CHF | 11'901 CHF | 100.00% | 100.00% |
02.07.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 183'730 | 50'000 | 191'988 | 50'000 | 42'887 CHF | 11'674 CHF | 100.00% | 100.00% |