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 | 3.14% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'693 | 174'693 | 54'854 CHF | 56'600 CHF | 99.05% | 99.05% |
12.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'264 | 150'264 | 52'947 CHF | 54'450 CHF | 98.85% | 98.85% |
11.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'712 CHF | 55'212 CHF | 98.45% | 98.45% |
10.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'360 CHF | 54'860 CHF | 95.15% | 95.15% |
09.07.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 149'736 | 149'736 | 56'477 CHF | 57'975 CHF | 98.68% | 98.68% |
08.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 135'262 | 135'262 | 53'315 CHF | 54'668 CHF | 98.56% | 98.56% |
05.07.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'377 CHF | 56'627 CHF | 99.17% | 99.17% |
04.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'038 CHF | 57'288 CHF | 99.18% | 99.18% |
03.07.2024 | 2.47% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 136'104 | 136'104 | 54'330 CHF | 55'691 CHF | 98.43% | 98.43% |
02.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 126'313 | 126'313 | 52'485 CHF | 53'748 CHF | 98.88% | 98.88% |