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 | 2.69% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'034 CHF | 56'534 CHF | 99.39% | 99.39% |
12.07.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'222 CHF | 56'722 CHF | 99.07% | 99.07% |
11.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 151'752 | 151'752 | 52'015 CHF | 53'532 CHF | 92.28% | 92.28% |
10.07.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 164'753 | 164'753 | 54'940 CHF | 56'587 CHF | 95.48% | 95.48% |
09.07.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 173'980 | 173'980 | 56'529 CHF | 58'269 CHF | 99.03% | 99.03% |
08.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'091 CHF | 53'341 CHF | 99.22% | 99.22% |
05.07.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'057 CHF | 55'307 CHF | 99.39% | 99.39% |
04.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'871 CHF | 55'121 CHF | 99.39% | 99.39% |
03.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'126 | 125'126 | 51'940 CHF | 53'192 CHF | 98.64% | 98.64% |
02.07.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 149'775 | 149'775 | 56'913 CHF | 58'411 CHF | 99.05% | 99.05% |