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 | 2.40% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 53'658 CHF | 54'958 CHF | 99.90% | 99.90% |
12.07.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 140'000 | 140'000 | 139'932 | 139'932 | 57'263 CHF | 58'663 CHF | 99.99% | 99.99% |
11.07.2024 | 2.65% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'904 CHF | 57'404 CHF | 99.67% | 99.67% |
10.07.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 140'000 | 140'000 | 140'978 | 140'978 | 49'455 CHF | 50'865 CHF | 99.94% | 99.94% |
09.07.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 140'000 | 140'000 | 139'670 | 139'670 | 54'997 CHF | 56'397 CHF | 99.74% | 99.74% |
08.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 140'000 | 140'000 | 139'756 | 139'756 | 54'976 CHF | 56'376 CHF | 99.27% | 99.27% |
05.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140'000 | 140'000 | 139'934 | 139'934 | 53'689 CHF | 55'089 CHF | 100.00% | 100.00% |
04.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 140'000 | 140'000 | 149'942 | 149'942 | 57'692 CHF | 59'192 CHF | 99.57% | 99.57% |
03.07.2024 | 2.58% | 0.35 CHF | 0.36 CHF | 140'000 | 140'000 | 140'498 | 140'498 | 53'984 CHF | 55'389 CHF | 100.00% | 100.00% |
02.07.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 140'000 | 140'000 | 143'535 | 143'535 | 50'705 CHF | 52'141 CHF | 99.99% | 99.99% |