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 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 118'015 | 50'000 | 51'934 CHF | 22'522 CHF | 99.72% | 99.72% |
12.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'104 | 50'000 | 51'115 CHF | 21'780 CHF | 99.01% | 99.01% |
11.07.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 132'398 | 50'000 | 51'181 CHF | 19'842 CHF | 95.11% | 95.11% |
10.07.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 131'168 | 50'000 | 51'185 CHF | 20'016 CHF | 100.00% | 100.00% |
09.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'238 | 50'000 | 52'153 CHF | 20'524 CHF | 100.00% | 100.00% |
08.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 52'310 CHF | 19'182 CHF | 100.00% | 100.00% |
05.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 142'497 | 50'000 | 50'293 CHF | 18'150 CHF | 98.98% | 98.98% |
04.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'005 | 50'000 | 50'715 CHF | 18'612 CHF | 100.00% | 100.00% |
03.07.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 139'678 | 50'000 | 50'961 CHF | 18'745 CHF | 100.00% | 100.00% |
02.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 137'077 | 50'000 | 52'493 CHF | 19'655 CHF | 100.00% | 100.00% |