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 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 141'831 | 75'000 | 50'768 CHF | 27'605 CHF | 99.72% | 99.72% |
12.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 51'963 CHF | 26'732 CHF | 99.01% | 99.01% |
11.07.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 159'450 | 75'000 | 52'467 CHF | 25'439 CHF | 99.08% | 99.08% |
10.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 169'853 | 75'000 | 52'614 CHF | 23'983 CHF | 100.00% | 100.00% |
09.07.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 179'788 | 75'000 | 51'765 CHF | 22'345 CHF | 100.00% | 100.00% |
08.07.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 196'034 | 75'000 | 51'722 CHF | 20'547 CHF | 100.00% | 100.00% |
05.07.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 192'020 | 75'000 | 51'441 CHF | 20'849 CHF | 98.98% | 98.98% |
04.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 199'713 | 75'000 | 51'877 CHF | 20'233 CHF | 100.00% | 100.00% |
03.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 200'000 | 75'000 | 52'000 CHF | 20'250 CHF | 100.00% | 100.00% |
02.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 200'000 | 75'000 | 51'866 CHF | 20'200 CHF | 100.00% | 100.00% |