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 | 2.24% | 0.42 CHF | 0.43 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 57'364 CHF | 58'664 CHF | 99.97% | 99.97% |
12.07.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 55'887 CHF | 57'187 CHF | 100.00% | 100.00% |
11.07.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 56'016 CHF | 57'316 CHF | 99.99% | 99.99% |
10.07.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 56'769 CHF | 58'169 CHF | 100.00% | 100.00% |
09.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130'000 | 130'000 | 129'713 | 129'713 | 53'786 CHF | 55'086 CHF | 100.00% | 100.00% |
08.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 129'782 | 129'782 | 56'864 CHF | 58'164 CHF | 99.99% | 99.99% |
05.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 57'386 CHF | 58'686 CHF | 99.81% | 99.81% |
04.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 63'052 CHF | 64'352 CHF | 99.49% | 99.49% |
03.07.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 60'549 CHF | 61'849 CHF | 99.78% | 99.78% |
02.07.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 58'721 CHF | 60'021 CHF | 99.99% | 99.99% |