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 | 2.45% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 130'677 | 130'679 | 52'659 CHF | 53'966 CHF | 100.00% | 100.00% |
12.07.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 137'713 | 137'714 | 54'212 CHF | 55'590 CHF | 98.40% | 98.40% |
11.07.2024 | 2.27% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'380 CHF | 55'630 CHF | 90.65% | 90.65% |
10.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'977 CHF | 57'227 CHF | 99.79% | 99.79% |
09.07.2024 | 2.21% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'872 CHF | 57'122 CHF | 100.00% | 100.00% |
08.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'514 CHF | 53'764 CHF | 98.97% | 98.97% |
05.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'865 CHF | 53'115 CHF | 100.00% | 100.00% |
04.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'740 CHF | 53'990 CHF | 98.17% | 98.17% |
03.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'985 CHF | 57'235 CHF | 100.00% | 100.00% |
02.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'366 CHF | 60'616 CHF | 100.00% | 100.00% |