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 | 3.73% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 187'043 | 100'000 | 49'333 CHF | 27'450 CHF | 99.72% | 99.72% |
12.07.2024 | 3.52% | 0.24 CHF | 0.25 CHF | 192'279 | 100'000 | 181'180 | 100'000 | 50'675 CHF | 29'097 CHF | 97.14% | 97.14% |
11.07.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 150'660 | 100'000 | 51'802 CHF | 35'423 CHF | 99.09% | 99.09% |
10.07.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 142'745 | 100'000 | 51'502 CHF | 37'104 CHF | 98.75% | 98.75% |
09.07.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 152'485 | 100'000 | 51'938 CHF | 35'084 CHF | 100.00% | 100.00% |
08.07.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 154'560 | 100'000 | 51'837 CHF | 34'561 CHF | 98.75% | 98.75% |
05.07.2024 | 3.14% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 165'985 | 100'000 | 51'950 CHF | 32'356 CHF | 98.35% | 98.35% |
04.07.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 146'404 | 100'000 | 51'485 CHF | 36'210 CHF | 100.00% | 100.00% |
03.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 143'249 | 100'000 | 51'451 CHF | 36'946 CHF | 98.28% | 98.28% |
02.07.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 127'092 | 100'000 | 51'807 CHF | 41'828 CHF | 98.91% | 98.91% |