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 | 127'212 | 100'000 | 52'363 CHF | 42'180 CHF | 99.76% | 99.76% |
12.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 128'133 | 99'965 | 52'005 CHF | 41'593 CHF | 98.93% | 98.93% |
11.07.2024 | 2.69% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 131'960 | 99'070 | 51'973 CHF | 40'203 CHF | 97.80% | 97.80% |
10.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 135'587 | 100'000 | 51'826 CHF | 39'251 CHF | 99.99% | 99.99% |
09.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 134'086 | 100'000 | 51'741 CHF | 39'607 CHF | 99.99% | 99.99% |
08.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 128'498 | 100'000 | 52'564 CHF | 41'919 CHF | 100.00% | 100.00% |
05.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 132'188 | 99'969 | 51'347 CHF | 39'847 CHF | 98.88% | 98.88% |
04.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 140'661 | 100'000 | 52'307 CHF | 38'197 CHF | 89.18% | 89.18% |
03.07.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 147'620 | 100'000 | 51'718 CHF | 36'080 CHF | 99.40% | 99.40% |
02.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 151'811 | 100'000 | 51'358 CHF | 34'840 CHF | 99.98% | 99.98% |