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 | 2.40% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 125'727 | 75'000 | 51'793 CHF | 31'677 CHF | 98.72% | 98.72% |
12.07.2024 | 2.45% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 129'426 | 75'000 | 52'224 CHF | 31'065 CHF | 99.38% | 99.38% |
11.07.2024 | 2.60% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 136'103 | 75'000 | 51'690 CHF | 29'281 CHF | 77.88% | 77.88% |
10.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 146'465 | 75'000 | 146'604 | 75'000 | 49'506 CHF | 26'078 CHF | 100.00% | 100.00% |
09.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 145'789 | 75'000 | 142'088 | 75'000 | 50'421 CHF | 27'375 CHF | 10.86% | 10.86% |
08.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 145'631 | 75'000 | 140'605 | 75'000 | 50'850 CHF | 27'914 CHF | 68.55% | 68.55% |
05.07.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 124'176 | 75'000 | 51'236 CHF | 31'747 CHF | 99.62% | 99.62% |
04.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'846 | 75'000 | 51'857 CHF | 30'482 CHF | 100.00% | 100.00% |
03.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 146'466 | 75'000 | 141'676 | 75'000 | 50'762 CHF | 27'641 CHF | 67.54% | 67.54% |
02.07.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 149'227 | 75'000 | 150'047 | 75'000 | 43'675 CHF | 22'583 CHF | 100.00% | 100.00% |