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 | 3.00% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 159'488 | 100'000 | 52'436 CHF | 33'887 CHF | 99.76% | 99.76% |
12.07.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 152'604 | 99'965 | 51'845 CHF | 34'982 CHF | 98.93% | 98.93% |
11.07.2024 | 2.98% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 145'207 | 99'069 | 51'490 CHF | 36'169 CHF | 97.80% | 97.80% |
10.07.2024 | 2.64% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 138'232 | 100'000 | 51'647 CHF | 38'385 CHF | 99.99% | 99.99% |
09.07.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 139'698 | 100'000 | 52'685 CHF | 38'716 CHF | 100.00% | 100.00% |
08.07.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 134'205 | 100'000 | 51'906 CHF | 39'698 CHF | 100.00% | 100.00% |
05.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 139'953 | 99'972 | 52'240 CHF | 38'316 CHF | 98.92% | 98.92% |
04.07.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 139'209 | 100'000 | 52'414 CHF | 38'659 CHF | 97.52% | 97.52% |
03.07.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 137'874 | 100'000 | 52'476 CHF | 39'075 CHF | 99.41% | 99.41% |
02.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 126'687 | 100'000 | 51'816 CHF | 41'928 CHF | 100.00% | 100.00% |