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 | 2.86% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 152'352 | 152'352 | 52'557 CHF | 54'081 CHF | 99.04% | 99.04% |
12.07.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 135'299 | 135'299 | 52'789 CHF | 54'142 CHF | 98.76% | 98.76% |
11.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 146'134 | 146'134 | 56'856 CHF | 58'318 CHF | 97.91% | 97.91% |
10.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 132'141 | 132'141 | 52'381 CHF | 53'702 CHF | 95.09% | 95.09% |
09.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'092 CHF | 57'592 CHF | 98.65% | 98.65% |
08.07.2024 | 2.35% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 129'921 | 129'921 | 54'559 CHF | 55'858 CHF | 98.98% | 98.98% |
05.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'319 CHF | 57'569 CHF | 99.16% | 99.16% |
04.07.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'160 CHF | 58'410 CHF | 99.18% | 99.18% |
03.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'073 CHF | 60'323 CHF | 98.44% | 98.44% |
02.07.2024 | 1.94% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 104'585 | 104'585 | 53'254 CHF | 54'300 CHF | 98.75% | 98.75% |