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 | 2.72% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'461 CHF | 55'961 CHF | 100.00% | 100.00% |
12.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'714 CHF | 57'214 CHF | 99.69% | 99.69% |
11.07.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'883 CHF | 58'383 CHF | 93.22% | 93.22% |
10.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'169 CHF | 56'669 CHF | 96.09% | 96.09% |
09.07.2024 | 2.77% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'502 | 150'502 | 53'689 CHF | 55'194 CHF | 99.66% | 99.66% |
08.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'814 CHF | 58'564 CHF | 99.85% | 99.85% |
05.07.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'970 | 174'970 | 54'782 CHF | 56'531 CHF | 100.00% | 100.00% |
04.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 158'105 | 158'105 | 53'096 CHF | 54'678 CHF | 100.00% | 100.00% |
03.07.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 152'099 | 152'099 | 52'254 CHF | 53'776 CHF | 99.25% | 99.25% |
02.07.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 128'867 | 128'867 | 52'218 CHF | 53'506 CHF | 99.67% | 99.67% |