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 | 2.29% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 121'150 | 75'000 | 52'333 CHF | 33'189 CHF | 99.61% | 99.61% |
12.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 119'595 | 75'000 | 51'924 CHF | 33'319 CHF | 99.01% | 99.01% |
11.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 118'709 | 75'000 | 52'594 CHF | 33'996 CHF | 93.88% | 93.88% |
10.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 129'122 | 75'000 | 52'551 CHF | 31'298 CHF | 100.00% | 100.00% |
09.07.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 112'388 | 75'000 | 52'627 CHF | 35'903 CHF | 100.00% | 100.00% |
08.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 107'024 | 75'000 | 51'706 CHF | 37'037 CHF | 97.53% | 97.53% |
05.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'086 | 75'000 | 52'099 CHF | 36'252 CHF | 98.69% | 98.69% |
04.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 51'960 CHF | 36'177 CHF | 87.44% | 87.44% |
03.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 114'628 | 75'000 | 51'965 CHF | 34'785 CHF | 99.95% | 99.95% |
02.07.2024 | 2.56% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 134'484 | 75'000 | 51'875 CHF | 29'723 CHF | 100.00% | 100.00% |