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 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 116'752 | 75'000 | 52'818 CHF | 34'695 CHF | 99.72% | 99.72% |
12.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 53'084 CHF | 33'928 CHF | 99.01% | 99.01% |
11.07.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 121'350 | 75'000 | 51'298 CHF | 32'465 CHF | 99.09% | 99.09% |
10.07.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 129'932 | 75'000 | 52'169 CHF | 30'864 CHF | 100.00% | 100.00% |
09.07.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 136'603 | 75'000 | 52'088 CHF | 29'364 CHF | 100.00% | 100.00% |
08.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 50'728 CHF | 27'926 CHF | 100.00% | 100.00% |
05.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 50'533 CHF | 27'821 CHF | 98.98% | 98.98% |
04.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 141'230 | 75'000 | 50'658 CHF | 27'658 CHF | 100.00% | 100.00% |
03.07.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 146'418 | 75'000 | 51'748 CHF | 27'269 CHF | 100.00% | 100.00% |
02.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 145'641 | 75'000 | 51'580 CHF | 27'325 CHF | 100.00% | 100.00% |