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 | 2.70% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'917 CHF | 56'417 CHF | 99.39% | 99.39% |
12.07.2024 | 3.03% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 169'053 | 169'053 | 54'828 CHF | 56'519 CHF | 99.07% | 99.07% |
11.07.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 193'826 | 193'826 | 53'958 CHF | 55'897 CHF | 96.40% | 96.40% |
10.07.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 202'873 | 202'873 | 51'482 CHF | 53'511 CHF | 95.49% | 95.49% |
09.07.2024 | 4.01% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 209'423 | 209'423 | 51'105 CHF | 53'199 CHF | 99.06% | 99.06% |
08.07.2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'028 CHF | 55'028 CHF | 99.22% | 99.22% |
05.07.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 198'844 | 198'844 | 54'514 CHF | 56'502 CHF | 99.38% | 99.38% |
04.07.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 204'716 | 204'716 | 50'718 CHF | 52'765 CHF | 99.39% | 99.39% |
03.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'320 | 203'320 | 51'814 CHF | 53'847 CHF | 98.61% | 98.61% |
02.07.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 234'986 | 234'986 | 52'940 CHF | 55'290 CHF | 99.05% | 99.05% |