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 | 2.17% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 113'669 | 75'000 | 51'800 CHF | 34'969 CHF | 98.73% | 98.73% |
12.07.2024 | 2.40% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 118'427 | 75'000 | 52'078 CHF | 33'806 CHF | 99.38% | 99.38% |
11.07.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 121'584 | 75'000 | 51'498 CHF | 32'530 CHF | 99.15% | 99.15% |
10.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 126'708 | 75'000 | 51'976 CHF | 31'539 CHF | 99.38% | 99.38% |
09.07.2024 | 2.77% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 134'683 | 75'000 | 51'847 CHF | 29'715 CHF | 100.00% | 100.00% |
08.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'474 | 75'000 | 52'317 CHF | 31'064 CHF | 100.00% | 100.00% |
05.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 122'028 | 75'000 | 51'628 CHF | 32'566 CHF | 99.60% | 99.60% |
04.07.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 122'636 | 75'000 | 51'485 CHF | 32'288 CHF | 100.00% | 100.00% |
03.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 129'258 | 75'000 | 51'686 CHF | 30'786 CHF | 99.72% | 99.72% |
02.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'767 | 75'000 | 52'197 CHF | 25'108 CHF | 100.00% | 100.00% |