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 | 5.77% | 0.16 CHF | 0.17 CHF | 151'183 | 50'000 | 150'235 | 50'000 | 25'454 CHF | 8'978 CHF | 99.71% | 99.71% |
12.07.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 149'215 | 50'000 | 149'317 | 50'000 | 27'584 CHF | 9'737 CHF | 99.01% | 99.01% |
11.07.2024 | 4.34% | 0.21 CHF | 0.22 CHF | 146'668 | 50'000 | 146'183 | 50'000 | 32'992 CHF | 11'785 CHF | 99.09% | 99.09% |
10.07.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 146'768 | 50'000 | 146'609 | 50'000 | 32'667 CHF | 11'641 CHF | 100.00% | 100.00% |
09.07.2024 | 4.59% | 0.23 CHF | 0.24 CHF | 146'474 | 50'000 | 147'753 | 50'000 | 31'483 CHF | 11'155 CHF | 100.00% | 100.00% |
08.07.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 145'500 | 50'000 | 144'764 | 50'000 | 34'824 CHF | 12'529 CHF | 100.00% | 100.00% |
05.07.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 144'244 | 50'000 | 143'757 | 50'000 | 37'621 CHF | 13'585 CHF | 98.98% | 98.98% |
04.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 144'707 | 50'000 | 145'003 | 50'000 | 36'443 CHF | 13'067 CHF | 100.00% | 100.00% |
03.07.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 146'329 | 50'000 | 145'545 | 50'000 | 36'576 CHF | 13'067 CHF | 100.00% | 100.00% |
02.07.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 147'535 | 50'000 | 147'319 | 50'000 | 33'785 CHF | 11'967 CHF | 100.00% | 100.00% |