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 | 2.36% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 50'348 CHF | 51'548 CHF | 96.97% | 100.00% |
12.07.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 50'229 CHF | 51'429 CHF | 100.00% | 100.00% |
11.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 48'752 CHF | 49'952 CHF | 100.00% | 100.00% |
10.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 49'116 CHF | 50'316 CHF | 100.00% | 100.00% |
09.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 119'723 | 119'723 | 46'570 CHF | 47'770 CHF | 100.00% | 100.00% |
08.07.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 119'792 | 119'792 | 49'493 CHF | 50'693 CHF | 99.99% | 99.99% |
05.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 48'906 CHF | 50'106 CHF | 99.81% | 99.81% |
04.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 119'992 | 119'992 | 48'919 CHF | 50'119 CHF | 99.49% | 99.49% |
03.07.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 119'992 | 119'992 | 49'789 CHF | 50'989 CHF | 99.35% | 99.35% |
02.07.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 114'562 | 114'562 | 46'631 CHF | 47'789 CHF | 100.00% | 100.00% |