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 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 121'572 | 100'000 | 51'392 CHF | 43'291 CHF | 99.66% | 99.66% |
12.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 126'894 | 100'000 | 52'465 CHF | 42'366 CHF | 99.01% | 99.01% |
11.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'717 | 100'000 | 51'751 CHF | 41'296 CHF | 99.00% | 99.00% |
10.07.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 128'877 | 100'000 | 51'671 CHF | 41'112 CHF | 100.00% | 100.00% |
09.07.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 139'731 | 100'000 | 51'785 CHF | 38'079 CHF | 100.00% | 100.00% |
08.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 149'861 | 100'000 | 51'291 CHF | 35'241 CHF | 100.00% | 100.00% |
05.07.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 150'218 | 100'000 | 51'766 CHF | 35'470 CHF | 98.98% | 98.98% |
04.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 51'008 CHF | 37'434 CHF | 100.00% | 100.00% |
03.07.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 127'959 | 100'000 | 51'967 CHF | 41'685 CHF | 99.99% | 99.99% |
02.07.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 111'373 | 100'000 | 51'965 CHF | 47'717 CHF | 100.00% | 100.00% |