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 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 52'576 CHF | 53'776 CHF | 100.00% | 100.00% |
12.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 57'297 CHF | 58'597 CHF | 100.00% | 100.00% |
11.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 55'823 CHF | 57'123 CHF | 99.98% | 99.98% |
10.07.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 128'075 | 128'075 | 55'312 CHF | 56'593 CHF | 100.00% | 100.00% |
09.07.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 130'000 | 130'000 | 129'691 | 129'691 | 53'654 CHF | 54'954 CHF | 100.00% | 100.00% |
08.07.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 129'779 | 129'779 | 56'501 CHF | 57'801 CHF | 99.99% | 99.99% |
05.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 55'961 CHF | 57'261 CHF | 99.81% | 99.81% |
04.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 56'099 CHF | 57'399 CHF | 99.49% | 99.49% |
03.07.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 56'860 CHF | 58'160 CHF | 99.35% | 99.35% |
02.07.2024 | 2.52% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 124'109 | 124'109 | 53'404 CHF | 54'658 CHF | 100.00% | 100.00% |