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 | 2.29% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'992 | 50'000 | 52'184 CHF | 22'092 CHF | 99.72% | 99.72% |
12.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 123'043 | 50'000 | 51'269 CHF | 21'343 CHF | 99.01% | 99.01% |
11.07.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 138'554 | 50'000 | 52'312 CHF | 19'386 CHF | 98.76% | 98.76% |
10.07.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 138'194 | 50'000 | 52'627 CHF | 19'547 CHF | 100.00% | 100.00% |
09.07.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 131'877 | 50'000 | 51'663 CHF | 20'097 CHF | 100.00% | 100.00% |
08.07.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 50'910 CHF | 18'682 CHF | 100.00% | 100.00% |
05.07.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 143'216 | 50'000 | 49'244 CHF | 17'694 CHF | 98.98% | 98.98% |
04.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 144'817 | 50'000 | 142'691 | 50'000 | 50'677 CHF | 18'262 CHF | 100.00% | 100.00% |
03.07.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 143'687 | 50'000 | 51'098 CHF | 18'288 CHF | 100.00% | 100.00% |
02.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 139'815 | 50'000 | 52'217 CHF | 19'175 CHF | 100.00% | 100.00% |