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 | 2.04% | 0.48 CHF | 0.49 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 92'217 CHF | 94'117 CHF | 100.00% | 100.00% |
12.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 88'757 CHF | 90'657 CHF | 100.00% | 100.00% |
11.07.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 199'865 | 199'865 | 79'906 CHF | 81'906 CHF | 100.00% | 100.00% |
10.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'082 CHF | 80'082 CHF | 100.00% | 100.00% |
09.07.2024 | 2.41% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 197'451 | 197'451 | 80'934 CHF | 82'909 CHF | 100.00% | 100.00% |
08.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 84'913 CHF | 86'813 CHF | 100.00% | 100.00% |
05.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 90'050 CHF | 91'950 CHF | 99.81% | 99.81% |
04.07.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 90'724 CHF | 92'624 CHF | 99.49% | 99.49% |
03.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 89'712 CHF | 91'612 CHF | 99.37% | 99.37% |
02.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 191'399 | 191'399 | 83'111 CHF | 85'025 CHF | 100.00% | 100.00% |