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 | 2.18% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 116'199 | 50'000 | 52'650 CHF | 23'172 CHF | 99.70% | 99.70% |
12.07.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 111'877 | 49'990 | 51'251 CHF | 23'408 CHF | 97.74% | 97.74% |
11.07.2024 | 2.84% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 106'771 | 47'582 | 49'169 CHF | 22'435 CHF | 97.19% | 97.19% |
10.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 111'127 | 50'000 | 51'446 CHF | 23'654 CHF | 100.00% | 100.00% |
09.07.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 116'317 | 50'000 | 52'764 CHF | 23'200 CHF | 99.99% | 99.99% |
08.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'341 CHF | 21'892 CHF | 100.00% | 100.00% |
05.07.2024 | 2.34% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 122'713 | 49'985 | 51'964 CHF | 21'692 CHF | 91.77% | 91.77% |
04.07.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'672 CHF | 22'030 CHF | 67.35% | 67.35% |
03.07.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 115'794 | 50'000 | 52'324 CHF | 23'110 CHF | 98.06% | 98.06% |
02.07.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 111'719 | 50'000 | 52'701 CHF | 24'105 CHF | 100.00% | 100.00% |