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 | 2.46% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 129'768 | 25'000 | 52'150 CHF | 10'298 CHF | 99.72% | 99.72% |
12.07.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120'000 | 25'000 | 128'782 | 25'000 | 51'903 CHF | 10'330 CHF | 99.01% | 99.01% |
11.07.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 130'000 | 25'000 | 133'833 | 25'000 | 51'962 CHF | 9'964 CHF | 99.09% | 99.09% |
10.07.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 140'000 | 25'000 | 140'000 | 25'000 | 51'088 CHF | 9'373 CHF | 100.00% | 100.00% |
09.07.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 134'713 | 25'000 | 51'670 CHF | 9'853 CHF | 100.00% | 100.00% |
08.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 131'234 | 25'000 | 51'465 CHF | 10'057 CHF | 100.00% | 100.00% |
05.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 25'000 | 130'000 | 25'000 | 52'308 CHF | 10'309 CHF | 98.98% | 98.98% |
04.07.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 129'989 | 25'000 | 52'722 CHF | 10'390 CHF | 100.00% | 100.00% |
03.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 130'000 | 25'000 | 130'758 | 25'000 | 51'107 CHF | 10'023 CHF | 100.00% | 100.00% |
02.07.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 140'420 | 25'000 | 51'120 CHF | 9'352 CHF | 100.00% | 100.00% |