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 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 150'039 | 75'000 | 52'348 CHF | 26'922 CHF | 99.71% | 99.71% |
12.07.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 165'795 | 75'000 | 52'404 CHF | 24'474 CHF | 99.01% | 99.01% |
11.07.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 164'714 | 75'000 | 52'102 CHF | 24'488 CHF | 99.09% | 99.09% |
10.07.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 166'308 | 75'000 | 52'002 CHF | 24'213 CHF | 100.00% | 100.00% |
09.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 172'184 | 100'000 | 51'706 CHF | 31'043 CHF | 100.00% | 100.00% |
08.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 170'000 | 100'000 | 52'176 CHF | 31'692 CHF | 100.00% | 100.00% |
05.07.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 173'133 | 100'000 | 51'815 CHF | 30'945 CHF | 98.98% | 98.98% |
04.07.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 178'812 | 100'000 | 51'556 CHF | 29'840 CHF | 100.00% | 100.00% |
03.07.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 180'000 | 100'000 | 51'058 CHF | 29'366 CHF | 100.00% | 100.00% |
02.07.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 195'270 | 100'000 | 51'610 CHF | 27'465 CHF | 100.00% | 100.00% |