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 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 106'867 | 75'000 | 51'821 CHF | 37'153 CHF | 98.72% | 98.72% |
12.07.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 109'392 | 75'000 | 51'929 CHF | 36'409 CHF | 99.38% | 99.38% |
11.07.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 117'021 | 75'000 | 52'195 CHF | 34'252 CHF | 99.16% | 99.16% |
10.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 127'957 | 75'000 | 52'196 CHF | 31'358 CHF | 100.00% | 100.00% |
09.07.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 122'632 | 75'000 | 52'527 CHF | 32'910 CHF | 100.00% | 100.00% |
08.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 119'794 | 75'000 | 51'816 CHF | 33'219 CHF | 99.61% | 99.61% |
05.07.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 108'224 | 75'000 | 52'469 CHF | 37'148 CHF | 99.62% | 99.62% |
04.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 110'673 | 75'000 | 51'746 CHF | 35'825 CHF | 100.00% | 100.00% |
03.07.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 121'003 | 75'000 | 52'443 CHF | 33'273 CHF | 99.73% | 99.73% |
02.07.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 142'335 | 75'000 | 51'462 CHF | 27'881 CHF | 100.00% | 100.00% |