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 | 2.60% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'060 CHF | 58'560 CHF | 99.05% | 99.05% |
12.07.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'798 CHF | 58'298 CHF | 98.80% | 98.80% |
11.07.2024 | 2.85% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 156'816 | 156'816 | 54'343 CHF | 55'911 CHF | 98.18% | 98.18% |
10.07.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 154'278 | 154'278 | 52'670 CHF | 54'213 CHF | 95.16% | 95.16% |
09.07.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 175'000 | 175'000 | 155'444 | 155'444 | 53'496 CHF | 55'050 CHF | 98.67% | 98.67% |
08.07.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'076 CHF | 55'576 CHF | 98.59% | 98.59% |
05.07.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'799 CHF | 55'299 CHF | 99.18% | 99.18% |
04.07.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'068 CHF | 56'568 CHF | 99.18% | 99.18% |
03.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'486 CHF | 53'986 CHF | 98.42% | 98.42% |
02.07.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 169'086 | 169'086 | 54'372 CHF | 56'062 CHF | 98.77% | 98.77% |