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 | 2.17% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 114'901 | 75'000 | 52'483 CHF | 35'061 CHF | 99.61% | 99.61% |
12.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 112'259 | 75'000 | 51'466 CHF | 35'150 CHF | 99.01% | 99.01% |
11.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 117'276 | 75'000 | 52'642 CHF | 34'437 CHF | 93.88% | 93.88% |
10.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'934 | 75'000 | 52'986 CHF | 37'245 CHF | 100.00% | 100.00% |
09.07.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 120'984 | 75'000 | 51'626 CHF | 32'770 CHF | 100.00% | 100.00% |
08.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 126'413 | 75'000 | 51'785 CHF | 31'527 CHF | 97.53% | 97.53% |
05.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 123'615 | 75'000 | 52'248 CHF | 32'485 CHF | 98.69% | 98.69% |
04.07.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'461 | 75'000 | 51'034 CHF | 32'528 CHF | 87.44% | 87.44% |
03.07.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 118'091 | 75'000 | 52'112 CHF | 33'875 CHF | 99.95% | 99.95% |
02.07.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 102'178 | 75'000 | 52'002 CHF | 38'959 CHF | 100.00% | 100.00% |