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 | 3.92% | 0.26 CHF | 0.27 CHF | 142'973 | 75'000 | 142'319 | 75'000 | 35'664 CHF | 19'542 CHF | 98.72% | 98.72% |
12.07.2024 | 3.75% | 0.23 CHF | 0.24 CHF | 141'248 | 75'000 | 143'164 | 75'000 | 37'664 CHF | 20'473 CHF | 99.38% | 99.38% |
11.07.2024 | 3.40% | 0.25 CHF | 0.26 CHF | 142'447 | 75'000 | 144'602 | 75'000 | 42'064 CHF | 22'556 CHF | 98.04% | 98.04% |
10.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 146'568 | 75'000 | 146'657 | 75'000 | 48'188 CHF | 25'392 CHF | 100.00% | 100.00% |
09.07.2024 | 3.18% | 0.34 CHF | 0.35 CHF | 146'906 | 75'000 | 145'706 | 75'000 | 45'259 CHF | 24'041 CHF | 100.00% | 100.00% |
08.07.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 145'696 | 75'000 | 145'184 | 75'000 | 44'468 CHF | 23'718 CHF | 100.00% | 100.00% |
05.07.2024 | 3.85% | 0.28 CHF | 0.29 CHF | 144'489 | 75'000 | 143'194 | 75'000 | 36'588 CHF | 19'908 CHF | 99.55% | 99.55% |
04.07.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 144'746 | 75'000 | 144'307 | 75'000 | 39'480 CHF | 21'268 CHF | 100.00% | 100.00% |
03.07.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 145'359 | 75'000 | 146'366 | 75'000 | 45'024 CHF | 23'817 CHF | 99.73% | 99.73% |
02.07.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 137'364 | 75'000 | 52'017 CHF | 29'168 CHF | 100.00% | 100.00% |