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 | 2.92% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 154'319 | 154'319 | 52'049 CHF | 53'592 CHF | 99.05% | 99.05% |
12.07.2024 | 2.79% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 152'896 | 152'896 | 54'058 CHF | 55'587 CHF | 98.84% | 98.84% |
11.07.2024 | 3.09% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 171'025 | 171'025 | 54'493 CHF | 56'203 CHF | 89.77% | 89.77% |
10.07.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 154'010 | 154'010 | 52'952 CHF | 54'492 CHF | 95.13% | 95.13% |
09.07.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'019 CHF | 54'769 CHF | 98.69% | 98.69% |
08.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 185'444 | 185'444 | 52'785 CHF | 54'640 CHF | 98.55% | 98.55% |
05.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'480 CHF | 55'230 CHF | 99.16% | 99.16% |
04.07.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'046 CHF | 53'796 CHF | 99.17% | 99.17% |
03.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'104 CHF | 55'854 CHF | 98.45% | 98.45% |
02.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'334 | 174'334 | 55'786 CHF | 57'530 CHF | 98.87% | 98.87% |