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 | 2.38% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 128'385 | 128'384 | 53'314 CHF | 54'598 CHF | 100.00% | 100.00% |
12.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'765 CHF | 54'015 CHF | 97.75% | 97.75% |
11.07.2024 | 2.64% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 147'982 | 147'982 | 55'308 CHF | 56'787 CHF | 99.44% | 99.44% |
10.07.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'143 CHF | 52'643 CHF | 99.77% | 99.77% |
09.07.2024 | 2.75% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'919 CHF | 55'419 CHF | 100.00% | 100.00% |
08.07.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 148'948 | 148'948 | 56'207 CHF | 57'697 CHF | 98.98% | 98.98% |
05.07.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 133'325 | 133'324 | 52'915 CHF | 54'248 CHF | 100.00% | 100.00% |
04.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 137'269 | 137'269 | 54'000 CHF | 55'373 CHF | 98.17% | 98.17% |
03.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'013 CHF | 54'513 CHF | 100.00% | 100.00% |
02.07.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'583 CHF | 56'083 CHF | 100.00% | 100.00% |