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 | 2.87% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 116'350 | 50'000 | 51'982 CHF | 23'046 CHF | 97.10% | 97.10% |
12.07.2024 | 3.22% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 121'043 | 50'000 | 51'646 CHF | 22'039 CHF | 94.50% | 94.50% |
11.07.2024 | 3.15% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 120'975 | 50'000 | 51'985 CHF | 22'230 CHF | 98.47% | 98.47% |
10.07.2024 | 3.44% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 133'701 | 50'000 | 52'005 CHF | 20'143 CHF | 100.00% | 100.00% |
09.07.2024 | 3.28% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 127'508 | 50'000 | 51'723 CHF | 20'978 CHF | 100.00% | 100.00% |
08.07.2024 | 3.12% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 116'934 | 50'000 | 52'390 CHF | 23'133 CHF | 100.00% | 100.00% |
05.07.2024 | 3.29% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 114'894 | 50'000 | 52'071 CHF | 23'446 CHF | 98.69% | 98.69% |
04.07.2024 | 2.54% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'275 | 50'000 | 53'501 CHF | 27'372 CHF | 100.00% | 100.00% |
03.07.2024 | 2.73% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 103'953 | 50'000 | 51'790 CHF | 25'621 CHF | 99.73% | 99.73% |
02.07.2024 | 2.90% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 109'466 | 50'000 | 51'932 CHF | 24'462 CHF | 99.92% | 99.92% |