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 | 2.63% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 147'395 | 147'395 | 55'281 CHF | 56'755 CHF | 100.00% | 100.00% |
12.07.2024 | 2.77% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 150'992 | 150'992 | 53'851 CHF | 55'361 CHF | 99.69% | 99.69% |
11.07.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 172'145 | 172'145 | 55'414 CHF | 57'135 CHF | 96.93% | 96.93% |
10.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'893 CHF | 54'643 CHF | 96.10% | 96.10% |
09.07.2024 | 3.22% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'518 | 175'518 | 53'664 CHF | 55'419 CHF | 99.65% | 99.65% |
08.07.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 153'358 | 153'358 | 53'224 CHF | 54'758 CHF | 99.84% | 99.84% |
05.07.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 153'237 | 153'237 | 55'198 CHF | 56'731 CHF | 100.00% | 100.00% |
04.07.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'760 CHF | 55'260 CHF | 100.00% | 100.00% |
03.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 156'518 | 156'518 | 53'512 CHF | 55'077 CHF | 99.23% | 99.23% |
02.07.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 184'606 | 184'606 | 53'094 CHF | 54'940 CHF | 99.67% | 99.67% |