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 | 2.69% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 126'973 | 50'000 | 52'157 CHF | 21'180 CHF | 99.71% | 99.71% |
12.07.2024 | 2.90% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 138'961 | 50'000 | 52'492 CHF | 19'449 CHF | 99.01% | 99.01% |
11.07.2024 | 3.57% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 145'337 | 50'000 | 51'371 CHF | 18'330 CHF | 99.09% | 99.09% |
10.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 133'483 | 50'000 | 51'868 CHF | 19'943 CHF | 100.00% | 100.00% |
09.07.2024 | 2.79% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 145'441 | 50'000 | 51'415 CHF | 18'199 CHF | 100.00% | 100.00% |
08.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 157'981 | 50'000 | 51'429 CHF | 16'822 CHF | 100.00% | 100.00% |
05.07.2024 | 2.81% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 125'487 | 50'000 | 52'282 CHF | 21'492 CHF | 98.86% | 98.86% |
04.07.2024 | 2.46% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 113'464 | 50'000 | 52'493 CHF | 23'729 CHF | 100.00% | 100.00% |
03.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 108'564 | 50'000 | 52'078 CHF | 24'498 CHF | 99.82% | 99.82% |
02.07.2024 | 1.98% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 103'138 | 50'000 | 51'554 CHF | 25'518 CHF | 100.00% | 100.00% |