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 | 2.29% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 120'421 | 50'000 | 51'930 CHF | 22'066 CHF | 99.77% | 99.77% |
12.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 119'973 | 49'990 | 52'375 CHF | 22'323 CHF | 97.74% | 97.74% |
11.07.2024 | 3.02% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 114'664 | 47'685 | 50'287 CHF | 21'430 CHF | 96.92% | 96.92% |
10.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'821 CHF | 22'509 CHF | 100.00% | 100.00% |
09.07.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 119'645 | 50'000 | 51'589 CHF | 22'064 CHF | 100.00% | 100.00% |
08.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 128'967 | 50'000 | 52'249 CHF | 20'763 CHF | 100.00% | 100.00% |
05.07.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 131'482 | 49'983 | 52'738 CHF | 20'576 CHF | 91.78% | 91.78% |
04.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 128'201 | 50'000 | 52'280 CHF | 20'898 CHF | 70.46% | 70.46% |
03.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'797 | 50'000 | 51'961 CHF | 22'014 CHF | 98.07% | 98.07% |
02.07.2024 | 2.20% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 115'639 | 50'000 | 52'062 CHF | 23'037 CHF | 100.00% | 100.00% |