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% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'443 CHF | 55'943 CHF | 99.06% | 99.06% |
12.07.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'274 | 149'274 | 54'427 CHF | 55'920 CHF | 98.83% | 98.83% |
11.07.2024 | 2.30% | 0.37 CHF | 0.38 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'762 CHF | 55'012 CHF | 71.59% | 71.59% |
10.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 131'560 | 131'560 | 53'109 CHF | 54'424 CHF | 95.22% | 95.22% |
09.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'524 CHF | 56'774 CHF | 98.69% | 98.69% |
08.07.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 122'157 | 122'157 | 57'310 CHF | 58'531 CHF | 98.56% | 98.56% |
05.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 124'536 | 124'536 | 59'535 CHF | 60'781 CHF | 99.15% | 99.15% |
04.07.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 109'309 | 109'309 | 54'818 CHF | 55'911 CHF | 99.18% | 99.18% |
03.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 119'437 | 119'437 | 58'326 CHF | 59'520 CHF | 98.44% | 98.44% |
02.07.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'301 CHF | 60'551 CHF | 98.85% | 98.85% |