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 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 143'726 | 25'000 | 51'462 CHF | 9'207 CHF | 99.72% | 99.72% |
12.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 143'380 | 25'000 | 51'273 CHF | 9'196 CHF | 99.01% | 99.01% |
11.07.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 140'000 | 25'000 | 150'218 | 25'000 | 51'236 CHF | 8'786 CHF | 98.44% | 98.44% |
10.07.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 160'000 | 25'000 | 160'007 | 25'000 | 51'257 CHF | 8'259 CHF | 83.57% | 83.57% |
09.07.2024 | 2.92% | 0.31 CHF | 0.32 CHF | 163'747 | 25'000 | 151'910 | 25'000 | 51'343 CHF | 8'716 CHF | 93.58% | 93.58% |
08.07.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 149'273 | 25'000 | 51'536 CHF | 8'883 CHF | 100.00% | 100.00% |
05.07.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 144'125 | 25'000 | 51'344 CHF | 9'161 CHF | 98.98% | 98.98% |
04.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 141'774 | 25'000 | 51'108 CHF | 9'266 CHF | 100.00% | 100.00% |
03.07.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 140'000 | 25'000 | 149'582 | 25'000 | 51'823 CHF | 8'912 CHF | 100.00% | 100.00% |
02.07.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 160'000 | 25'000 | 162'545 | 25'000 | 51'823 CHF | 8'224 CHF | 97.11% | 97.11% |