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 | 2.72% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 143'029 | 50'000 | 51'912 CHF | 18'667 CHF | 87.28% | 87.28% |
12.07.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 139'896 | 50'000 | 52'452 CHF | 19'247 CHF | 99.01% | 99.01% |
11.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 124'772 | 50'000 | 52'002 CHF | 21'353 CHF | 99.08% | 99.08% |
10.07.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 127'169 | 50'000 | 52'488 CHF | 21'145 CHF | 100.00% | 100.00% |
09.07.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 128'708 | 50'000 | 51'891 CHF | 20'667 CHF | 100.00% | 100.00% |
08.07.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'944 CHF | 22'143 CHF | 100.00% | 100.00% |
05.07.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 114'746 | 50'000 | 51'981 CHF | 23'166 CHF | 98.98% | 98.98% |
04.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 53'061 CHF | 22'609 CHF | 100.00% | 100.00% |
03.07.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'174 | 50'000 | 53'068 CHF | 22'582 CHF | 100.00% | 100.00% |
02.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'849 | 50'000 | 50'772 CHF | 21'510 CHF | 100.00% | 100.00% |