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 | 2.14% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'904 CHF | 59'154 CHF | 100.00% | 100.00% |
12.07.2024 | 2.30% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 127'501 | 127'502 | 54'751 CHF | 56'026 CHF | 98.39% | 98.39% |
11.07.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'515 CHF | 57'015 CHF | 98.57% | 98.57% |
10.07.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'562 CHF | 56'062 CHF | 99.80% | 99.80% |
09.07.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 144'005 | 144'006 | 55'749 CHF | 57'189 CHF | 100.00% | 100.00% |
08.07.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 135'452 | 135'450 | 53'738 CHF | 55'092 CHF | 98.99% | 98.99% |
05.07.2024 | 2.33% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 126'304 | 126'303 | 53'627 CHF | 54'890 CHF | 100.00% | 100.00% |
04.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 146'712 | 146'712 | 57'131 CHF | 58'598 CHF | 98.16% | 98.16% |
03.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 141'930 | 141'931 | 54'766 CHF | 56'186 CHF | 100.00% | 100.00% |
02.07.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 153'131 | 153'132 | 53'055 CHF | 54'587 CHF | 100.00% | 100.00% |