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 | 2.24% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'208 CHF | 56'458 CHF | 99.05% | 99.05% |
12.07.2024 | 2.58% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 144'786 | 144'786 | 55'353 CHF | 56'801 CHF | 98.80% | 98.80% |
11.07.2024 | 2.22% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'636 CHF | 56'886 CHF | 97.86% | 97.86% |
10.07.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'466 | 125'466 | 50'159 CHF | 51'413 CHF | 95.13% | 95.13% |
09.07.2024 | 2.41% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 127'798 | 127'798 | 52'352 CHF | 53'630 CHF | 98.67% | 98.67% |
08.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 136'626 | 136'626 | 53'502 CHF | 54'869 CHF | 98.56% | 98.56% |
05.07.2024 | 3.39% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 191'254 | 191'254 | 55'401 CHF | 57'314 CHF | 99.17% | 99.17% |
04.07.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 179'474 | 179'475 | 51'589 CHF | 53'383 CHF | 99.18% | 99.18% |
03.07.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'197 CHF | 52'947 CHF | 98.44% | 98.44% |
02.07.2024 | 3.50% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 194'612 | 194'612 | 54'655 CHF | 56'601 CHF | 98.76% | 98.76% |