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 | 2.40% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 126'715 | 50'000 | 52'048 CHF | 21'055 CHF | 99.76% | 99.76% |
12.07.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 123'422 | 49'990 | 51'366 CHF | 21'315 CHF | 97.74% | 97.74% |
11.07.2024 | 3.16% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 116'600 | 47'721 | 48'772 CHF | 20'484 CHF | 96.83% | 96.83% |
10.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 122'131 | 50'000 | 51'280 CHF | 21'503 CHF | 100.00% | 100.00% |
09.07.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 127'334 | 50'000 | 52'306 CHF | 21'054 CHF | 100.00% | 100.00% |
08.07.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 135'833 | 50'000 | 52'286 CHF | 19'757 CHF | 100.00% | 100.00% |
05.07.2024 | 2.60% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 133'985 | 49'983 | 51'036 CHF | 19'567 CHF | 91.78% | 91.78% |
04.07.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 133'881 | 50'000 | 51'894 CHF | 19'892 CHF | 72.33% | 72.33% |
03.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 126'554 | 50'000 | 51'865 CHF | 21'006 CHF | 98.07% | 98.07% |
02.07.2024 | 2.30% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 121'819 | 50'000 | 52'411 CHF | 22'029 CHF | 100.00% | 100.00% |