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 | 5.35% | 0.18 CHF | 0.19 CHF | 151'012 | 50'000 | 150'208 | 50'000 | 27'531 CHF | 9'672 CHF | 99.72% | 99.72% |
12.07.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 149'531 | 50'000 | 149'400 | 50'000 | 29'810 CHF | 10'477 CHF | 99.01% | 99.01% |
11.07.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 146'940 | 50'000 | 146'077 | 50'000 | 35'179 CHF | 12'542 CHF | 99.08% | 99.08% |
10.07.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 147'121 | 50'000 | 146'863 | 50'000 | 34'462 CHF | 12'233 CHF | 100.00% | 100.00% |
09.07.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 146'237 | 50'000 | 147'509 | 50'000 | 33'489 CHF | 11'852 CHF | 100.00% | 100.00% |
08.07.2024 | 3.83% | 0.24 CHF | 0.25 CHF | 146'107 | 50'000 | 144'856 | 50'000 | 37'114 CHF | 13'312 CHF | 100.00% | 100.00% |
05.07.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 144'699 | 50'000 | 143'664 | 50'000 | 39'793 CHF | 14'350 CHF | 98.98% | 98.98% |
04.07.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 144'940 | 50'000 | 145'125 | 50'000 | 38'856 CHF | 13'888 CHF | 100.00% | 100.00% |
03.07.2024 | 3.71% | 0.25 CHF | 0.26 CHF | 146'483 | 50'000 | 145'277 | 50'000 | 38'508 CHF | 13'755 CHF | 100.00% | 100.00% |
02.07.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 147'360 | 50'000 | 147'155 | 50'000 | 36'330 CHF | 12'845 CHF | 100.00% | 100.00% |