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 | 2.09% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'355 CHF | 60'605 CHF | 100.00% | 100.00% |
12.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 112'744 | 112'744 | 55'561 CHF | 56'688 CHF | 98.41% | 98.41% |
11.07.2024 | 2.09% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 121'695 | 121'695 | 57'507 CHF | 58'724 CHF | 99.49% | 99.49% |
10.07.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'359 | 125'359 | 55'865 CHF | 57'119 CHF | 99.76% | 99.76% |
09.07.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 148'437 | 148'440 | 57'617 CHF | 59'103 CHF | 100.00% | 100.00% |
08.07.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 144'451 | 144'452 | 55'861 CHF | 57'306 CHF | 98.99% | 98.99% |
05.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 126'687 | 126'687 | 52'323 CHF | 53'590 CHF | 100.00% | 100.00% |
04.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'220 | 125'221 | 51'280 CHF | 52'532 CHF | 98.15% | 98.15% |
03.07.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 148'711 | 148'711 | 56'073 CHF | 57'560 CHF | 100.00% | 100.00% |
02.07.2024 | 3.22% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 173'296 | 173'297 | 52'964 CHF | 54'697 CHF | 100.00% | 100.00% |