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 | 2.66% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'718 CHF | 57'218 CHF | 99.39% | 99.39% |
12.07.2024 | 2.80% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 154'513 | 154'513 | 54'370 CHF | 55'916 CHF | 99.08% | 99.08% |
11.07.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'751 CHF | 58'501 CHF | 98.27% | 98.27% |
10.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'699 CHF | 54'449 CHF | 95.46% | 95.46% |
09.07.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 159'663 | 159'663 | 53'318 CHF | 54'914 CHF | 99.05% | 99.05% |
08.07.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 169'795 | 169'795 | 55'919 CHF | 57'617 CHF | 99.23% | 99.23% |
05.07.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 156'812 | 156'812 | 52'747 CHF | 54'315 CHF | 99.39% | 99.39% |
04.07.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'638 CHF | 56'388 CHF | 99.39% | 99.39% |
03.07.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 187'168 | 187'168 | 52'772 CHF | 54'643 CHF | 98.62% | 98.62% |
02.07.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 212'922 | 212'922 | 52'508 CHF | 54'638 CHF | 99.05% | 99.05% |