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 | 2.22% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 118'903 | 100'000 | 53'049 CHF | 45'628 CHF | 98.22% | 98.22% |
12.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'622 | 100'000 | 51'669 CHF | 47'718 CHF | 99.01% | 99.01% |
11.07.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'807 | 100'000 | 51'886 CHF | 44'315 CHF | 99.08% | 99.08% |
10.07.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 140'722 | 100'000 | 52'112 CHF | 38'103 CHF | 100.00% | 100.00% |
09.07.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 163'355 | 100'000 | 52'127 CHF | 32'933 CHF | 98.69% | 98.69% |
08.07.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'003 | 100'000 | 51'637 CHF | 37'892 CHF | 100.00% | 100.00% |
05.07.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 131'656 | 100'000 | 52'464 CHF | 40'875 CHF | 98.97% | 98.97% |
04.07.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 51'237 CHF | 40'413 CHF | 99.50% | 99.50% |
03.07.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 141'094 | 100'000 | 51'223 CHF | 37'365 CHF | 100.00% | 100.00% |
02.07.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 163'942 | 100'000 | 52'098 CHF | 32'825 CHF | 100.00% | 100.00% |