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 | 3.37% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 178'547 | 75'000 | 52'039 CHF | 22'615 CHF | 99.72% | 99.72% |
12.07.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'000 | 75'000 | 51'608 CHF | 23'518 CHF | 99.01% | 99.01% |
11.07.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 160'550 | 75'000 | 51'486 CHF | 24'811 CHF | 99.09% | 99.09% |
10.07.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 150'147 | 75'000 | 51'083 CHF | 26'267 CHF | 100.00% | 100.00% |
09.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 140'212 | 75'000 | 50'763 CHF | 27'905 CHF | 100.00% | 100.00% |
08.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 133'966 | 75'000 | 51'691 CHF | 29'703 CHF | 100.00% | 100.00% |
05.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 137'980 | 75'000 | 52'695 CHF | 29'402 CHF | 98.98% | 98.98% |
04.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'287 | 75'000 | 50'838 CHF | 30'017 CHF | 100.00% | 100.00% |
03.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 50'700 CHF | 30'000 CHF | 100.00% | 100.00% |
02.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 50'803 CHF | 30'059 CHF | 100.00% | 100.00% |