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 | 2.32% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'679 | 100'000 | 51'503 CHF | 43'687 CHF | 99.75% | 99.75% |
12.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 119'947 | 99'965 | 52'387 CHF | 44'660 CHF | 98.93% | 98.93% |
11.07.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 115'590 | 99'069 | 51'971 CHF | 45'602 CHF | 97.80% | 97.80% |
10.07.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 111'134 | 100'000 | 52'271 CHF | 48'055 CHF | 99.99% | 99.99% |
09.07.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'303 CHF | 48'548 CHF | 100.00% | 100.00% |
08.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'030 | 100'000 | 52'816 CHF | 49'456 CHF | 100.00% | 100.00% |
05.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'969 | 99'972 | 51'876 CHF | 48'160 CHF | 98.91% | 98.91% |
04.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'153 | 100'000 | 52'197 CHF | 48'389 CHF | 98.40% | 98.40% |
03.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'574 CHF | 48'794 CHF | 99.41% | 99.41% |
02.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'283 | 100'000 | 51'294 CHF | 51'665 CHF | 100.00% | 100.00% |