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 | 3.17% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'379 CHF | 56'129 CHF | 100.00% | 100.00% |
12.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'802 CHF | 55'552 CHF | 98.45% | 98.45% |
11.07.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'865 CHF | 55'615 CHF | 97.41% | 97.41% |
10.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 160'848 | 160'847 | 53'806 CHF | 55'414 CHF | 99.77% | 99.77% |
09.07.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 152'604 | 152'606 | 52'520 CHF | 54'047 CHF | 100.00% | 100.00% |
08.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'025 CHF | 54'525 CHF | 98.97% | 98.97% |
05.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'685 | 150'686 | 53'798 CHF | 55'305 CHF | 100.00% | 100.00% |
04.07.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'795 | 125'795 | 51'090 CHF | 52'348 CHF | 98.16% | 98.16% |
03.07.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'229 | 125'231 | 52'433 CHF | 53'686 CHF | 100.00% | 100.00% |
02.07.2024 | 2.13% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 123'177 | 123'176 | 57'339 CHF | 58'570 CHF | 100.00% | 100.00% |