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 | 2.12% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'071 | 124'071 | 57'863 CHF | 59'103 CHF | 100.00% | 100.00% |
12.07.2024 | 2.19% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 122'208 | 122'208 | 55'285 CHF | 56'507 CHF | 98.45% | 98.45% |
11.07.2024 | 2.37% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 127'754 | 127'755 | 53'461 CHF | 54'739 CHF | 99.43% | 99.43% |
10.07.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'671 CHF | 58'171 CHF | 99.77% | 99.77% |
09.07.2024 | 2.47% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 133'792 | 133'792 | 53'524 CHF | 54'862 CHF | 100.00% | 100.00% |
08.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'521 | 125'523 | 52'551 CHF | 53'807 CHF | 98.97% | 98.97% |
05.07.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 118'755 | 118'754 | 57'091 CHF | 58'278 CHF | 100.00% | 100.00% |
04.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'427 CHF | 59'677 CHF | 98.16% | 98.16% |
03.07.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 126'652 | 126'665 | 53'912 CHF | 55'185 CHF | 100.00% | 100.00% |
02.07.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 154'133 | 154'132 | 53'023 CHF | 54'564 CHF | 100.00% | 100.00% |