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 | 2.78% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 144'760 | 100'000 | 51'379 CHF | 36'510 CHF | 99.75% | 99.75% |
12.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 146'968 | 99'965 | 51'358 CHF | 35'955 CHF | 98.93% | 98.93% |
11.07.2024 | 3.14% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 152'242 | 99'062 | 51'248 CHF | 34'519 CHF | 97.02% | 97.02% |
10.07.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 160'255 | 100'000 | 52'302 CHF | 33'664 CHF | 99.99% | 99.99% |
09.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 159'443 | 100'000 | 52'425 CHF | 33'884 CHF | 100.00% | 100.00% |
08.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 147'064 | 100'000 | 51'767 CHF | 36'216 CHF | 100.00% | 100.00% |
05.07.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 157'469 | 99'972 | 52'290 CHF | 34'210 CHF | 98.88% | 98.88% |
04.07.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 165'434 | 100'000 | 51'698 CHF | 32'278 CHF | 99.16% | 99.16% |
03.07.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 176'227 | 100'000 | 51'581 CHF | 30'316 CHF | 99.41% | 99.41% |
02.07.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 180'390 | 100'000 | 50'620 CHF | 29'064 CHF | 99.99% | 99.99% |