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 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'865 CHF | 54'365 CHF | 99.39% | 99.39% |
12.07.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'123 | 150'123 | 52'319 CHF | 53'820 CHF | 99.06% | 99.06% |
11.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 171'314 | 171'314 | 55'871 CHF | 57'584 CHF | 96.71% | 96.71% |
10.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 156'542 | 156'542 | 52'949 CHF | 54'514 CHF | 95.47% | 95.47% |
09.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'529 CHF | 56'029 CHF | 99.06% | 99.06% |
08.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'549 CHF | 56'049 CHF | 99.23% | 99.23% |
05.07.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'555 CHF | 57'055 CHF | 99.39% | 99.39% |
04.07.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'582 CHF | 56'082 CHF | 99.39% | 99.39% |
03.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'335 CHF | 55'835 CHF | 98.62% | 98.62% |
02.07.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 149'927 | 149'927 | 57'834 CHF | 59'334 CHF | 99.04% | 99.04% |