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 | 2.44% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 135'581 | 135'581 | 54'735 CHF | 56'091 CHF | 100.00% | 100.00% |
12.07.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 165'083 | 165'083 | 54'376 CHF | 56'026 CHF | 99.68% | 99.68% |
11.07.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'138 CHF | 56'638 CHF | 90.18% | 90.18% |
10.07.2024 | 2.48% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 132'482 | 132'482 | 52'776 CHF | 54'101 CHF | 96.10% | 96.10% |
09.07.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 148'682 | 148'682 | 57'492 CHF | 58'979 CHF | 99.66% | 99.66% |
08.07.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'525 | 150'525 | 54'360 CHF | 55'865 CHF | 99.83% | 99.83% |
05.07.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 170'941 | 170'941 | 55'360 CHF | 57'069 CHF | 100.00% | 100.00% |
04.07.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 154'169 | 154'169 | 52'312 CHF | 53'853 CHF | 100.00% | 100.00% |
03.07.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'665 CHF | 54'165 CHF | 99.23% | 99.23% |
02.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'197 | 150'197 | 53'299 CHF | 54'801 CHF | 99.66% | 99.66% |