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 | 3.45% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 180'000 | 50'000 | 51'294 CHF | 14'748 CHF | 99.72% | 99.72% |
12.07.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 180'000 | 50'000 | 50'683 CHF | 14'579 CHF | 99.01% | 99.01% |
11.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 179'299 | 50'000 | 51'015 CHF | 14'729 CHF | 92.48% | 92.48% |
10.07.2024 | 3.87% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 160'906 | 47'050 | 45'559 CHF | 13'819 CHF | 100.00% | 100.00% |
09.07.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 170'225 | 50'000 | 51'027 CHF | 15'489 CHF | 100.00% | 100.00% |
08.07.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 177'782 | 50'000 | 51'934 CHF | 15'111 CHF | 100.00% | 100.00% |
05.07.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 168'273 | 50'000 | 52'411 CHF | 16'078 CHF | 98.98% | 98.98% |
04.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 161'697 | 50'000 | 51'455 CHF | 16'415 CHF | 100.00% | 100.00% |
03.07.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 171'984 | 50'000 | 51'238 CHF | 15'401 CHF | 100.00% | 100.00% |
02.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 176'688 | 50'000 | 51'823 CHF | 15'172 CHF | 100.00% | 100.00% |