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 | 2.20% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'218 CHF | 57'468 CHF | 99.38% | 99.38% |
12.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'172 CHF | 58'422 CHF | 99.05% | 99.05% |
11.07.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'417 CHF | 55'667 CHF | 98.75% | 98.75% |
10.07.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 135'542 | 135'542 | 53'795 CHF | 55'150 CHF | 95.47% | 95.47% |
09.07.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 157'166 | 157'167 | 53'579 CHF | 55'150 CHF | 99.05% | 99.05% |
08.07.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 154'632 | 154'632 | 52'673 CHF | 54'219 CHF | 99.23% | 99.23% |
05.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 155'660 | 155'660 | 52'953 CHF | 54'509 CHF | 99.39% | 99.39% |
04.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 173'437 | 173'437 | 55'244 CHF | 56'979 CHF | 99.39% | 99.39% |
03.07.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'263 CHF | 53'013 CHF | 98.62% | 98.62% |
02.07.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 176'585 | 176'585 | 51'349 CHF | 53'115 CHF | 99.02% | 99.02% |