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 | 2.88% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'038 | 150'038 | 51'298 CHF | 52'799 CHF | 100.00% | 100.00% |
12.07.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 174'599 | 174'599 | 56'412 CHF | 58'158 CHF | 98.49% | 98.49% |
11.07.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 169'090 | 169'090 | 55'427 CHF | 57'118 CHF | 99.91% | 99.91% |
10.07.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'723 CHF | 58'473 CHF | 99.79% | 99.79% |
09.07.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'271 CHF | 56'021 CHF | 100.00% | 100.00% |
08.07.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 171'025 | 171'023 | 55'997 CHF | 57'707 CHF | 98.98% | 98.98% |
05.07.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'260 | 150'261 | 52'243 CHF | 53'746 CHF | 100.00% | 100.00% |
04.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 166'577 | 166'579 | 54'996 CHF | 56'662 CHF | 98.16% | 98.16% |
03.07.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'878 CHF | 54'628 CHF | 100.00% | 100.00% |
02.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 189'646 | 189'647 | 54'036 CHF | 55'932 CHF | 100.00% | 100.00% |