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 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 144'198 | 50'000 | 51'261 CHF | 18'292 CHF | 97.72% | 97.72% |
12.07.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 51'650 CHF | 18'946 CHF | 74.44% | 74.44% |
11.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'003 | 50'000 | 51'637 CHF | 20'360 CHF | 97.53% | 97.53% |
10.07.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 51'138 CHF | 20'168 CHF | 100.00% | 100.00% |
09.07.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 133'385 | 50'000 | 51'736 CHF | 19'904 CHF | 96.35% | 96.35% |
08.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 53'073 CHF | 20'913 CHF | 99.52% | 99.52% |
05.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'226 CHF | 21'844 CHF | 97.10% | 97.10% |
04.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'833 | 50'000 | 50'691 CHF | 21'479 CHF | 100.00% | 100.00% |
03.07.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 122'253 | 50'000 | 51'269 CHF | 21'479 CHF | 100.00% | 100.00% |
02.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 52'920 CHF | 20'854 CHF | 94.06% | 94.06% |