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 | 2.70% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'898 CHF | 56'398 CHF | 99.39% | 99.39% |
12.07.2024 | 2.53% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 139'459 | 139'459 | 54'381 CHF | 55'775 CHF | 99.07% | 99.07% |
11.07.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'773 CHF | 56'023 CHF | 96.19% | 96.19% |
10.07.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'051 CHF | 59'301 CHF | 95.49% | 95.49% |
09.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 124'262 | 124'262 | 59'689 CHF | 60'932 CHF | 99.04% | 99.04% |
08.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'749 CHF | 59'999 CHF | 99.23% | 99.23% |
05.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'394 CHF | 58'644 CHF | 99.39% | 99.39% |
04.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'978 CHF | 59'228 CHF | 99.39% | 99.39% |
03.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'767 CHF | 59'017 CHF | 98.64% | 98.64% |
02.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'839 CHF | 58'089 CHF | 99.03% | 99.03% |