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 | 2.62% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 144'150 | 144'150 | 54'333 CHF | 55'775 CHF | 100.00% | 100.00% |
12.07.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 143'664 | 143'664 | 55'508 CHF | 56'945 CHF | 99.69% | 99.69% |
11.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'227 CHF | 52'477 CHF | 97.89% | 97.89% |
10.07.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'228 CHF | 55'478 CHF | 96.11% | 96.11% |
09.07.2024 | 2.36% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'259 | 125'259 | 52'530 CHF | 53'783 CHF | 99.67% | 99.67% |
08.07.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 149'725 | 149'725 | 57'609 CHF | 59'106 CHF | 99.84% | 99.84% |
05.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 138'043 | 138'043 | 54'425 CHF | 55'805 CHF | 100.00% | 100.00% |
04.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 50'557 CHF | 51'807 CHF | 100.00% | 100.00% |
03.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'786 | 125'786 | 51'461 CHF | 52'719 CHF | 99.24% | 99.24% |
02.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'273 | 125'273 | 54'376 CHF | 55'629 CHF | 99.67% | 99.67% |