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 | 2.50% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'209 | 75'000 | 51'388 CHF | 30'351 CHF | 99.72% | 99.72% |
12.07.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 133'707 | 75'000 | 51'622 CHF | 29'720 CHF | 99.01% | 99.01% |
11.07.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'324 | 75'000 | 51'703 CHF | 28'391 CHF | 99.09% | 99.09% |
10.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 149'874 | 75'000 | 52'233 CHF | 26'889 CHF | 100.00% | 100.00% |
09.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'588 | 75'000 | 52'302 CHF | 25'181 CHF | 100.00% | 100.00% |
08.07.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 170'000 | 75'000 | 51'520 CHF | 23'479 CHF | 100.00% | 100.00% |
05.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'000 | 75'000 | 52'031 CHF | 23'705 CHF | 98.98% | 98.98% |
04.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'960 | 75'000 | 51'115 CHF | 23'178 CHF | 100.00% | 100.00% |
03.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'370 | 75'000 | 51'044 CHF | 23'222 CHF | 100.00% | 100.00% |
02.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'811 | 75'000 | 51'097 CHF | 23'189 CHF | 100.00% | 100.00% |