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 | 2.57% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'679 CHF | 59'179 CHF | 100.00% | 100.00% |
12.07.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 135'038 | 135'039 | 53'267 CHF | 54'617 CHF | 99.76% | 99.76% |
11.07.2024 | 2.44% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 133'461 | 133'461 | 53'864 CHF | 55'199 CHF | 100.00% | 100.00% |
10.07.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'141 CHF | 53'391 CHF | 94.70% | 94.70% |
09.07.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'776 CHF | 53'026 CHF | 99.67% | 99.67% |
08.07.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 133'968 | 133'967 | 53'096 CHF | 54'436 CHF | 100.00% | 100.00% |
05.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'453 CHF | 53'703 CHF | 100.00% | 100.00% |
04.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'717 CHF | 55'967 CHF | 100.00% | 100.00% |
03.07.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'049 CHF | 58'299 CHF | 99.33% | 99.33% |
02.07.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'683 CHF | 59'933 CHF | 99.62% | 99.62% |