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 | 2.20% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 115'129 | 75'000 | 51'663 CHF | 34'455 CHF | 99.61% | 99.61% |
12.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 118'653 | 75'000 | 53'220 CHF | 34'400 CHF | 99.01% | 99.01% |
11.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 119'567 | 75'000 | 52'500 CHF | 33'687 CHF | 93.88% | 93.88% |
10.07.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'801 | 75'000 | 52'305 CHF | 36'495 CHF | 100.00% | 100.00% |
09.07.2024 | 2.37% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 126'063 | 75'000 | 52'506 CHF | 32'020 CHF | 100.00% | 100.00% |
08.07.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'257 | 75'000 | 52'203 CHF | 31'094 CHF | 97.53% | 97.53% |
05.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 124'674 | 75'000 | 51'880 CHF | 31'998 CHF | 98.69% | 98.69% |
04.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 123'645 | 75'000 | 51'607 CHF | 32'073 CHF | 87.44% | 87.44% |
03.07.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 118'824 | 75'000 | 51'799 CHF | 33'466 CHF | 99.95% | 99.95% |
02.07.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 102'666 | 75'000 | 51'652 CHF | 38'527 CHF | 100.00% | 100.00% |