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 | 2.16% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'300 CHF | 58'550 CHF | 99.04% | 99.04% |
12.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 127'189 | 127'189 | 51'458 CHF | 52'730 CHF | 98.85% | 98.85% |
11.07.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'263 | 125'263 | 51'726 CHF | 52'979 CHF | 97.59% | 97.59% |
10.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'179 | 125'179 | 51'300 CHF | 52'551 CHF | 95.13% | 95.13% |
09.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'613 CHF | 57'113 CHF | 98.66% | 98.66% |
08.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'607 CHF | 55'107 CHF | 98.59% | 98.59% |
05.07.2024 | 3.04% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 171'446 | 171'446 | 55'469 CHF | 57'184 CHF | 99.17% | 99.17% |
04.07.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'704 | 174'704 | 56'107 CHF | 57'854 CHF | 99.18% | 99.18% |
03.07.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 161'625 | 161'625 | 53'987 CHF | 55'603 CHF | 98.45% | 98.45% |
02.07.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 163'070 | 163'069 | 52'849 CHF | 54'479 CHF | 98.77% | 98.77% |