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 | 2.85% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 148'534 | 50'000 | 51'439 CHF | 17'829 CHF | 99.77% | 99.77% |
12.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 146'242 | 49'990 | 51'594 CHF | 18'145 CHF | 97.74% | 97.74% |
11.07.2024 | 3.72% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 137'278 | 47'743 | 48'632 CHF | 17'445 CHF | 96.40% | 96.40% |
10.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 145'806 | 50'000 | 51'405 CHF | 18'138 CHF | 100.00% | 100.00% |
09.07.2024 | 2.83% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 148'121 | 50'000 | 51'532 CHF | 17'910 CHF | 100.00% | 100.00% |
08.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 159'855 | 50'000 | 51'734 CHF | 16'686 CHF | 100.00% | 100.00% |
05.07.2024 | 3.10% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 164'105 | 49'985 | 52'293 CHF | 16'459 CHF | 91.78% | 91.78% |
04.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 159'475 | 50'000 | 51'737 CHF | 16'724 CHF | 98.64% | 98.64% |
03.07.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 150'260 | 50'000 | 51'808 CHF | 17'755 CHF | 98.07% | 98.07% |
02.07.2024 | 2.73% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 143'568 | 50'000 | 51'812 CHF | 18'568 CHF | 100.00% | 100.00% |