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 | 7.08% | 0.12 CHF | 0.13 CHF | 151'183 | 50'000 | 149'479 | 50'000 | 20'467 CHF | 7'349 CHF | 65.67% | 99.72% |
12.07.2024 | 6.78% | 0.13 CHF | 0.14 CHF | 149'782 | 50'000 | 149'080 | 50'000 | 21'274 CHF | 7'635 CHF | 99.01% | 99.01% |
11.07.2024 | 5.35% | 0.17 CHF | 0.18 CHF | 146'508 | 50'000 | 146'140 | 50'000 | 26'637 CHF | 9'614 CHF | 98.76% | 98.76% |
10.07.2024 | 5.44% | 0.19 CHF | 0.20 CHF | 146'482 | 50'000 | 146'834 | 50'000 | 26'290 CHF | 9'453 CHF | 100.00% | 100.00% |
09.07.2024 | 5.79% | 0.18 CHF | 0.19 CHF | 146'476 | 50'000 | 147'578 | 50'000 | 24'798 CHF | 8'903 CHF | 100.00% | 100.00% |
08.07.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 145'297 | 50'000 | 144'592 | 50'000 | 28'545 CHF | 10'372 CHF | 100.00% | 100.00% |
05.07.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 144'012 | 50'000 | 143'713 | 50'000 | 31'327 CHF | 11'399 CHF | 98.98% | 98.98% |
04.07.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 144'462 | 50'000 | 144'968 | 50'000 | 30'368 CHF | 10'975 CHF | 100.00% | 100.00% |
03.07.2024 | 4.70% | 0.19 CHF | 0.20 CHF | 146'739 | 50'000 | 145'329 | 50'000 | 30'233 CHF | 10'903 CHF | 100.00% | 100.00% |
02.07.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 147'180 | 50'000 | 147'296 | 50'000 | 27'627 CHF | 9'878 CHF | 100.00% | 100.00% |