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 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'451 | 100'000 | 51'558 CHF | 47'686 CHF | 98.22% | 98.22% |
12.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 108'705 | 100'000 | 53'031 CHF | 49'799 CHF | 99.01% | 99.01% |
11.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 116'004 | 100'000 | 52'622 CHF | 46'401 CHF | 93.44% | 93.44% |
10.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 132'693 | 100'000 | 51'806 CHF | 40'103 CHF | 100.00% | 100.00% |
09.07.2024 | 2.91% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 153'355 | 100'000 | 52'001 CHF | 34'933 CHF | 98.69% | 98.69% |
08.07.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 132'643 | 100'000 | 51'700 CHF | 39'998 CHF | 100.00% | 100.00% |
05.07.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 122'163 | 100'000 | 51'163 CHF | 42'912 CHF | 98.97% | 98.97% |
04.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 125'207 | 100'000 | 51'910 CHF | 42'479 CHF | 99.50% | 99.50% |
03.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 136'019 | 100'000 | 52'192 CHF | 39'424 CHF | 100.00% | 100.00% |
02.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 153'805 | 100'000 | 52'033 CHF | 34'880 CHF | 100.00% | 100.00% |