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 | 3.92% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 202'357 | 75'000 | 50'673 CHF | 19'616 CHF | 38.83% | 38.83% |
12.07.2024 | 3.73% | 0.24 CHF | 0.25 CHF | 217'065 | 75'000 | 194'576 | 75'000 | 51'174 CHF | 20'518 CHF | 98.68% | 98.68% |
11.07.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 182'876 | 75'000 | 51'239 CHF | 21'779 CHF | 99.15% | 99.15% |
10.07.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 175'010 | 75'000 | 51'339 CHF | 22'774 CHF | 99.38% | 99.38% |
09.07.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 163'073 | 75'000 | 51'939 CHF | 24'680 CHF | 100.00% | 100.00% |
08.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 171'933 | 75'000 | 51'568 CHF | 23'255 CHF | 100.00% | 100.00% |
05.07.2024 | 3.67% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 180'628 | 75'000 | 51'101 CHF | 22'067 CHF | 99.62% | 99.62% |
04.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 177'496 | 75'000 | 51'246 CHF | 22'426 CHF | 100.00% | 100.00% |
03.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 168'373 | 75'000 | 51'841 CHF | 23'899 CHF | 99.73% | 99.73% |
02.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 135'663 | 75'000 | 52'231 CHF | 29'642 CHF | 100.00% | 100.00% |