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 | 2.23% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 119'892 | 50'000 | 53'079 CHF | 22'637 CHF | 81.98% | 81.98% |
12.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'455 CHF | 22'356 CHF | 91.40% | 91.40% |
11.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'268 CHF | 22'278 CHF | 98.67% | 98.67% |
10.07.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 129'056 | 50'000 | 51'686 CHF | 20'532 CHF | 99.41% | 99.41% |
09.07.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 51'768 CHF | 20'411 CHF | 87.05% | 87.05% |
08.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 51'469 CHF | 20'296 CHF | 88.03% | 88.03% |
05.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 131'389 | 50'000 | 51'082 CHF | 19'944 CHF | 97.09% | 97.09% |
04.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 133'021 | 50'000 | 51'653 CHF | 19'926 CHF | 98.24% | 98.24% |
03.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 141'457 | 50'000 | 51'242 CHF | 18'619 CHF | 99.65% | 99.65% |
02.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 150'386 | 50'000 | 51'437 CHF | 17'618 CHF | 98.10% | 98.10% |