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 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'833 CHF | 56'583 CHF | 100.00% | 100.00% |
12.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 78'666 | 78'666 | 53'947 CHF | 54'734 CHF | 98.41% | 98.41% |
11.07.2024 | 2.62% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 143'664 | 143'664 | 54'044 CHF | 55'480 CHF | 93.69% | 93.69% |
10.07.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'926 CHF | 54'426 CHF | 99.76% | 99.76% |
09.07.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'633 | 149'632 | 57'355 CHF | 58'851 CHF | 100.00% | 100.00% |
08.07.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 144'511 | 144'512 | 54'999 CHF | 56'444 CHF | 98.97% | 98.97% |
05.07.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 128'393 | 128'393 | 53'335 CHF | 54'619 CHF | 100.00% | 100.00% |
04.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 149'083 | 149'083 | 58'160 CHF | 59'651 CHF | 98.16% | 98.16% |
03.07.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 144'698 | 144'699 | 54'880 CHF | 56'327 CHF | 100.00% | 100.00% |
02.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'553 | 125'554 | 51'651 CHF | 52'907 CHF | 100.00% | 100.00% |