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 | 2.32% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'217 CHF | 54'467 CHF | 100.00% | 100.00% |
12.07.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 133'719 | 133'719 | 53'427 CHF | 54'764 CHF | 98.49% | 98.49% |
11.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 133'900 | 133'901 | 54'041 CHF | 55'380 CHF | 99.91% | 99.91% |
10.07.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 136'170 | 136'168 | 53'001 CHF | 54'362 CHF | 99.79% | 99.79% |
09.07.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'849 CHF | 57'349 CHF | 100.00% | 100.00% |
08.07.2024 | 2.48% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 138'132 | 138'132 | 54'880 CHF | 56'261 CHF | 98.99% | 98.99% |
05.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'622 CHF | 54'872 CHF | 100.00% | 100.00% |
04.07.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 135'211 | 135'213 | 53'719 CHF | 55'072 CHF | 98.17% | 98.17% |
03.07.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'594 CHF | 54'094 CHF | 100.00% | 100.00% |
02.07.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 171'677 | 171'675 | 55'803 CHF | 57'520 CHF | 100.00% | 100.00% |