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 | 2.60% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 104'377 | 75'000 | 51'877 CHF | 38'327 CHF | 95.53% | 95.53% |
12.07.2024 | 2.59% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 102'118 | 75'000 | 51'331 CHF | 38'714 CHF | 91.67% | 91.67% |
11.07.2024 | 2.58% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 110'104 | 75'000 | 52'581 CHF | 36'756 CHF | 95.83% | 95.83% |
10.07.2024 | 2.95% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 122'957 | 75'000 | 52'189 CHF | 32'822 CHF | 97.22% | 97.22% |
09.07.2024 | 2.82% | 0.42 CHF | 0.44 CHF | 120'000 | 75'000 | 117'281 | 75'000 | 52'396 CHF | 34'498 CHF | 94.84% | 94.84% |
08.07.2024 | 2.78% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 118'680 | 75'000 | 52'996 CHF | 34'449 CHF | 96.74% | 96.74% |
05.07.2024 | 2.75% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 111'488 | 75'000 | 52'584 CHF | 36'386 CHF | 98.68% | 98.68% |
04.07.2024 | 2.87% | 0.47 CHF | 0.49 CHF | 110'000 | 100'000 | 116'238 | 100'000 | 51'672 CHF | 45'868 CHF | 100.00% | 100.00% |
03.07.2024 | 3.10% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'705 | 100'000 | 51'452 CHF | 43'980 CHF | 98.59% | 98.59% |
02.07.2024 | 3.37% | 0.39 CHF | 0.41 CHF | 130'000 | 100'000 | 136'933 | 100'000 | 52'069 CHF | 39'357 CHF | 100.00% | 100.00% |