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 | 2.85% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 150'411 | 100'000 | 52'117 CHF | 35'662 CHF | 99.75% | 99.75% |
12.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 144'974 | 99'965 | 51'620 CHF | 36'616 CHF | 98.93% | 98.93% |
11.07.2024 | 2.86% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 135'899 | 99'068 | 50'197 CHF | 37'637 CHF | 97.66% | 97.66% |
10.07.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 132'998 | 100'000 | 51'789 CHF | 39'972 CHF | 99.99% | 99.99% |
09.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'510 | 100'000 | 51'558 CHF | 40'511 CHF | 100.00% | 100.00% |
08.07.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 129'065 | 100'000 | 52'123 CHF | 41'397 CHF | 100.00% | 100.00% |
05.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'529 | 99'972 | 51'097 CHF | 40'140 CHF | 98.90% | 98.90% |
04.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'742 | 100'000 | 51'789 CHF | 40'330 CHF | 98.61% | 98.61% |
03.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'111 | 100'000 | 51'674 CHF | 40'717 CHF | 99.39% | 99.39% |
02.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 121'444 | 100'000 | 51'714 CHF | 43'602 CHF | 99.98% | 99.98% |