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 | 2.17% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 114'589 | 75'000 | 52'240 CHF | 34'990 CHF | 88.82% | 88.82% |
12.07.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 117'507 | 75'000 | 52'651 CHF | 34'385 CHF | 88.13% | 88.13% |
11.07.2024 | 2.40% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 126'876 | 75'000 | 52'292 CHF | 31'697 CHF | 90.83% | 90.83% |
10.07.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'340 CHF | 28'253 CHF | 100.00% | 100.00% |
09.07.2024 | 2.60% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 136'482 | 75'000 | 51'764 CHF | 29'227 CHF | 94.95% | 94.95% |
08.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 137'997 | 75'000 | 52'555 CHF | 29'324 CHF | 99.31% | 99.31% |
05.07.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 129'112 | 75'000 | 52'480 CHF | 31'250 CHF | 97.54% | 97.54% |
04.07.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'397 | 75'000 | 51'828 CHF | 30'564 CHF | 95.45% | 95.45% |
03.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 133'873 | 75'000 | 51'520 CHF | 29'639 CHF | 99.90% | 99.90% |
02.07.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 151'012 | 75'000 | 51'892 CHF | 26'531 CHF | 99.90% | 99.90% |