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 | 2.13% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 55'753 CHF | 56'953 CHF | 99.99% | 99.99% |
12.07.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 53'342 CHF | 54'542 CHF | 100.00% | 100.00% |
11.07.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 56'287 CHF | 57'487 CHF | 99.98% | 99.98% |
10.07.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 53'253 CHF | 54'553 CHF | 100.00% | 100.00% |
09.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 129'704 | 129'704 | 51'791 CHF | 53'091 CHF | 100.00% | 100.00% |
08.07.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 129'782 | 129'782 | 49'075 CHF | 50'375 CHF | 99.99% | 99.99% |
05.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 46'525 CHF | 47'825 CHF | 100.00% | 100.00% |
04.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 51'046 CHF | 52'346 CHF | 100.00% | 100.00% |
03.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 48'022 CHF | 49'322 CHF | 99.98% | 99.98% |
02.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 48'994 CHF | 50'194 CHF | 99.99% | 99.99% |