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 | 2.66% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 136'900 | 75'000 | 51'294 CHF | 28'884 CHF | 95.46% | 95.46% |
12.07.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'900 | 75'000 | 50'829 CHF | 27'812 CHF | 98.90% | 98.90% |
11.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 133'798 | 75'000 | 51'719 CHF | 29'764 CHF | 94.09% | 94.09% |
10.07.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'724 | 75'000 | 51'134 CHF | 28'007 CHF | 100.00% | 100.00% |
09.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 145'816 | 75'000 | 51'432 CHF | 27'220 CHF | 100.00% | 100.00% |
08.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 140'809 | 75'000 | 51'241 CHF | 28'050 CHF | 83.70% | 83.70% |
05.07.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 160'329 | 75'000 | 52'317 CHF | 25'229 CHF | 98.86% | 98.86% |
04.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'806 | 75'000 | 52'162 CHF | 25'084 CHF | 99.19% | 99.19% |
03.07.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 178'186 | 75'000 | 51'594 CHF | 22'497 CHF | 99.82% | 99.82% |
02.07.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 165'028 | 75'000 | 52'215 CHF | 24'502 CHF | 86.86% | 86.86% |