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 | 151'012 | 50'000 | 150'208 | 50'000 | 32'038 CHF | 11'172 CHF | 99.71% | 99.71% |
12.07.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 149'531 | 50'000 | 149'402 | 50'000 | 34'293 CHF | 11'977 CHF | 99.01% | 99.01% |
11.07.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 146'940 | 50'000 | 146'073 | 50'000 | 39'560 CHF | 14'042 CHF | 99.08% | 99.08% |
10.07.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 147'121 | 50'000 | 146'863 | 50'000 | 38'868 CHF | 13'733 CHF | 100.00% | 100.00% |
09.07.2024 | 3.82% | 0.27 CHF | 0.28 CHF | 146'237 | 50'000 | 147'498 | 50'000 | 37'871 CHF | 13'339 CHF | 100.00% | 100.00% |
08.07.2024 | 3.43% | 0.27 CHF | 0.28 CHF | 146'107 | 50'000 | 144'856 | 50'000 | 41'460 CHF | 14'812 CHF | 100.00% | 100.00% |
05.07.2024 | 3.22% | 0.29 CHF | 0.30 CHF | 144'667 | 50'000 | 143'671 | 50'000 | 43'978 CHF | 15'806 CHF | 98.98% | 98.98% |
04.07.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 144'817 | 50'000 | 145'158 | 50'000 | 42'783 CHF | 15'238 CHF | 100.00% | 100.00% |
03.07.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 146'483 | 50'000 | 145'678 | 50'000 | 42'861 CHF | 15'212 CHF | 100.00% | 100.00% |
02.07.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 147'360 | 50'000 | 147'155 | 50'000 | 40'745 CHF | 14'345 CHF | 100.00% | 100.00% |