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 | 2.11% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 61'012 CHF | 62'312 CHF | 100.00% | 100.00% |
12.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 60'895 CHF | 62'195 CHF | 100.00% | 100.00% |
11.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 129'919 | 129'919 | 58'142 CHF | 59'442 CHF | 100.00% | 100.00% |
10.07.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 55'435 CHF | 56'749 CHF | 100.00% | 100.00% |
09.07.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 140'000 | 140'000 | 134'764 | 134'764 | 55'554 CHF | 56'902 CHF | 100.00% | 100.00% |
08.07.2024 | 2.02% | 0.46 CHF | 0.47 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 63'661 CHF | 64'961 CHF | 99.99% | 99.99% |
05.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 61'696 CHF | 62'996 CHF | 100.00% | 100.00% |
04.07.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 62'252 CHF | 63'552 CHF | 100.00% | 100.00% |
03.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 55'969 CHF | 57'270 CHF | 100.00% | 100.00% |
02.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 51'900 CHF | 53'300 CHF | 100.00% | 100.00% |