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% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 127'149 | 100'000 | 52'348 CHF | 42'188 CHF | 99.76% | 99.76% |
12.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 128'092 | 99'965 | 52'004 CHF | 41'606 CHF | 98.92% | 98.92% |
11.07.2024 | 2.69% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 131'955 | 99'069 | 51'989 CHF | 40'217 CHF | 97.80% | 97.80% |
10.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 135'466 | 100'000 | 51'803 CHF | 39'268 CHF | 99.99% | 99.99% |
09.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 133'996 | 100'000 | 51'722 CHF | 39'618 CHF | 100.00% | 100.00% |
08.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 128'488 | 100'000 | 52'575 CHF | 41'931 CHF | 100.00% | 100.00% |
05.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 132'046 | 99'969 | 51'317 CHF | 39'865 CHF | 98.87% | 98.87% |
04.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 140'593 | 100'000 | 52'148 CHF | 38'101 CHF | 98.85% | 98.85% |
03.07.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 147'573 | 100'000 | 51'751 CHF | 36'113 CHF | 99.41% | 99.41% |
02.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 151'704 | 100'000 | 51'343 CHF | 34'854 CHF | 99.99% | 99.99% |