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 | 2.42% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 128'757 | 128'759 | 52'556 CHF | 53'845 CHF | 100.00% | 100.00% |
12.07.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 146'580 | 146'582 | 53'377 CHF | 54'843 CHF | 98.42% | 98.42% |
11.07.2024 | 6.64% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 361'562 | 361'563 | 52'660 CHF | 56'275 CHF | 93.69% | 93.69% |
10.07.2024 | 7.14% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 386'326 | 386'325 | 52'214 CHF | 56'078 CHF | 99.80% | 99.80% |
09.07.2024 | 6.35% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 342'902 | 342'901 | 52'317 CHF | 55'746 CHF | 100.00% | 100.00% |
08.07.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 337'048 | 337'046 | 51'421 CHF | 54'791 CHF | 98.97% | 98.97% |
05.07.2024 | 5.47% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 301'053 | 301'054 | 53'576 CHF | 56'587 CHF | 100.00% | 100.00% |
04.07.2024 | 6.05% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 323'076 | 323'076 | 51'809 CHF | 55'040 CHF | 98.16% | 98.16% |
03.07.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 337'204 | 337'199 | 52'085 CHF | 55'457 CHF | 100.00% | 100.00% |
02.07.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 275'000 | 275'000 | 297'029 | 297'028 | 51'809 CHF | 54'779 CHF | 100.00% | 100.00% |