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 | 3.01% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 158'858 | 100'000 | 51'994 CHF | 33'741 CHF | 99.77% | 99.77% |
12.07.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 149'261 | 99'965 | 51'850 CHF | 35'749 CHF | 98.93% | 98.93% |
11.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 137'118 | 99'070 | 51'205 CHF | 38'081 CHF | 97.78% | 97.78% |
10.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'605 | 100'000 | 53'090 CHF | 41'966 CHF | 99.99% | 99.99% |
09.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 128'678 | 100'000 | 52'854 CHF | 42'084 CHF | 100.00% | 100.00% |
08.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 51'258 CHF | 40'429 CHF | 100.00% | 100.00% |
05.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'516 | 99'967 | 52'857 CHF | 41'802 CHF | 97.69% | 97.69% |
04.07.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'762 CHF | 44'135 CHF | 99.17% | 99.17% |
03.07.2024 | 2.16% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 112'814 | 100'000 | 51'782 CHF | 46'962 CHF | 99.40% | 99.40% |
02.07.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'036 | 100'000 | 51'308 CHF | 51'313 CHF | 99.98% | 99.98% |