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 | 2.19% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'602 CHF | 57'852 CHF | 100.00% | 100.00% |
12.07.2024 | 2.22% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'874 CHF | 57'124 CHF | 99.98% | 99.98% |
11.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'329 | 125'329 | 52'319 CHF | 53'572 CHF | 98.32% | 98.32% |
10.07.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'292 CHF | 56'792 CHF | 96.18% | 96.18% |
09.07.2024 | 2.65% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 148'849 | 148'849 | 55'566 CHF | 57'055 CHF | 99.64% | 99.64% |
08.07.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'831 CHF | 57'081 CHF | 100.00% | 100.00% |
05.07.2024 | 2.16% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'379 CHF | 58'629 CHF | 100.00% | 100.00% |
04.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'396 CHF | 56'646 CHF | 100.00% | 100.00% |
03.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'586 | 125'586 | 52'472 CHF | 53'728 CHF | 99.33% | 99.33% |
02.07.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 152'371 | 152'371 | 52'742 CHF | 54'266 CHF | 99.49% | 99.49% |