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 | 3.00% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 153'234 | 75'000 | 50'410 CHF | 25'534 CHF | 99.66% | 99.66% |
12.07.2024 | 2.84% | 0.32 CHF | 0.33 CHF | 160'581 | 75'000 | 146'914 | 75'000 | 51'090 CHF | 26'916 CHF | 92.32% | 92.32% |
11.07.2024 | 2.43% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 127'349 | 75'000 | 51'884 CHF | 31'442 CHF | 99.09% | 99.09% |
10.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 103'203 | 75'000 | 51'553 CHF | 38'238 CHF | 100.00% | 100.00% |
09.07.2024 | 2.03% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 106'992 | 75'000 | 52'152 CHF | 37'379 CHF | 100.00% | 100.00% |
08.07.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 107'601 | 75'000 | 52'474 CHF | 37'348 CHF | 100.00% | 100.00% |
05.07.2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 117'862 | 75'000 | 52'938 CHF | 34'480 CHF | 98.97% | 98.97% |
04.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 109'468 | 75'000 | 51'715 CHF | 36'197 CHF | 100.00% | 100.00% |
03.07.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 105'333 | 75'000 | 52'569 CHF | 38'240 CHF | 100.00% | 100.00% |
02.07.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 89'592 | 75'000 | 52'534 CHF | 44'743 CHF | 100.00% | 100.00% |