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 | 2.91% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 140'235 | 75'000 | 51'406 CHF | 28'341 CHF | 98.74% | 98.74% |
12.07.2024 | 2.56% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 133'242 | 75'000 | 51'311 CHF | 29'662 CHF | 99.38% | 99.38% |
11.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'583 | 75'000 | 52'092 CHF | 30'904 CHF | 99.14% | 99.14% |
10.07.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 124'311 | 75'000 | 51'590 CHF | 31'901 CHF | 99.38% | 99.38% |
09.07.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 117'836 | 75'000 | 51'972 CHF | 33'855 CHF | 100.00% | 100.00% |
08.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 121'634 | 75'000 | 51'361 CHF | 32'432 CHF | 89.87% | 89.87% |
05.07.2024 | 2.43% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 128'182 | 75'000 | 52'042 CHF | 31'235 CHF | 99.62% | 99.62% |
04.07.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 127'073 | 75'000 | 52'096 CHF | 31'553 CHF | 100.00% | 100.00% |
03.07.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 121'444 | 75'000 | 52'141 CHF | 32'990 CHF | 99.72% | 99.72% |
02.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'012 | 75'000 | 50'732 CHF | 38'794 CHF | 96.55% | 96.55% |