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 | 3.05% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'695 | 171'695 | 55'467 CHF | 57'184 CHF | 99.05% | 99.05% |
12.07.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 153'789 | 153'789 | 52'666 CHF | 54'204 CHF | 98.87% | 98.87% |
11.07.2024 | 2.57% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 135'374 | 135'374 | 51'817 CHF | 53'171 CHF | 98.16% | 98.16% |
10.07.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 129'934 | 129'934 | 52'021 CHF | 53'321 CHF | 95.16% | 95.16% |
09.07.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 137'496 | 137'496 | 54'581 CHF | 55'956 CHF | 98.67% | 98.67% |
08.07.2024 | 2.65% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 145'845 | 145'845 | 54'334 CHF | 55'792 CHF | 98.55% | 98.55% |
05.07.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 147'902 | 147'902 | 56'740 CHF | 58'219 CHF | 99.17% | 99.17% |
04.07.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'637 | 149'637 | 56'631 CHF | 58'127 CHF | 99.17% | 99.17% |
03.07.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 50'991 CHF | 52'241 CHF | 98.45% | 98.45% |
02.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 124'706 | 124'706 | 55'956 CHF | 57'204 CHF | 98.77% | 98.77% |