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 | 2.13% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 111'192 | 50'000 | 51'694 CHF | 23'754 CHF | 81.98% | 81.98% |
12.07.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 112'616 | 50'000 | 51'733 CHF | 23'481 CHF | 91.40% | 91.40% |
11.07.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 113'723 | 50'000 | 51'980 CHF | 23'366 CHF | 98.67% | 98.67% |
10.07.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 50'869 CHF | 21'695 CHF | 99.41% | 99.41% |
09.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 121'273 | 50'000 | 50'895 CHF | 21'489 CHF | 87.05% | 87.05% |
08.07.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 120'935 | 50'000 | 50'717 CHF | 21'473 CHF | 88.03% | 88.03% |
05.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 126'254 | 50'000 | 52'063 CHF | 21'130 CHF | 97.09% | 97.09% |
04.07.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 125'232 | 50'000 | 51'573 CHF | 21'106 CHF | 98.24% | 98.24% |
03.07.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 134'567 | 50'000 | 51'769 CHF | 19'746 CHF | 99.65% | 99.65% |
02.07.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 140'670 | 50'000 | 51'219 CHF | 18'709 CHF | 98.10% | 98.10% |