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 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'007 | 100'000 | 51'396 CHF | 47'721 CHF | 98.22% | 98.22% |
12.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'964 | 100'000 | 53'143 CHF | 49'328 CHF | 99.01% | 99.01% |
11.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 114'636 | 100'000 | 52'384 CHF | 46'726 CHF | 99.09% | 99.09% |
10.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 126'672 | 100'000 | 51'917 CHF | 42'032 CHF | 100.00% | 100.00% |
09.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 51'915 CHF | 38'082 CHF | 100.00% | 100.00% |
08.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 128'033 | 100'000 | 52'503 CHF | 42'023 CHF | 100.00% | 100.00% |
05.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'617 | 100'000 | 51'927 CHF | 44'062 CHF | 98.98% | 98.98% |
04.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'483 CHF | 43'903 CHF | 99.49% | 99.49% |
03.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 128'256 | 100'000 | 51'871 CHF | 41'473 CHF | 100.00% | 100.00% |
02.07.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 139'303 | 100'000 | 51'579 CHF | 38'040 CHF | 100.00% | 100.00% |