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 | 1.98% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 110'983 | 110'983 | 55'343 CHF | 56'452 CHF | 100.00% | 100.00% |
12.07.2024 | 2.13% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 120'979 | 120'979 | 56'248 CHF | 57'458 CHF | 99.68% | 99.68% |
11.07.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 126'288 | 126'288 | 52'439 CHF | 53'702 CHF | 98.81% | 98.81% |
10.07.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 145'939 | 145'939 | 56'268 CHF | 57'728 CHF | 96.09% | 96.09% |
09.07.2024 | 2.56% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 139'954 | 139'954 | 54'033 CHF | 55'432 CHF | 99.66% | 99.66% |
08.07.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'756 CHF | 57'006 CHF | 99.84% | 99.84% |
05.07.2024 | 2.13% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'213 CHF | 59'463 CHF | 100.00% | 100.00% |
04.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'959 CHF | 59'209 CHF | 100.00% | 100.00% |
03.07.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'298 | 125'298 | 55'027 CHF | 56'280 CHF | 99.24% | 99.24% |
02.07.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'756 CHF | 55'256 CHF | 99.66% | 99.66% |