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 | 2.74% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 142'625 | 100'000 | 51'349 CHF | 37'025 CHF | 99.66% | 99.66% |
12.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 51'932 CHF | 38'094 CHF | 99.01% | 99.01% |
11.07.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 135'031 | 100'000 | 51'586 CHF | 39'263 CHF | 99.09% | 99.09% |
10.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 133'869 | 100'000 | 51'496 CHF | 39'495 CHF | 100.00% | 100.00% |
09.07.2024 | 2.38% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 124'766 | 100'000 | 51'779 CHF | 42'540 CHF | 100.00% | 100.00% |
08.07.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 119'835 | 100'000 | 53'387 CHF | 45'552 CHF | 100.00% | 100.00% |
05.07.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'620 | 100'000 | 53'002 CHF | 45'314 CHF | 98.98% | 98.98% |
04.07.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'059 | 100'000 | 50'986 CHF | 43'468 CHF | 100.00% | 100.00% |
03.07.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 136'957 | 100'000 | 51'788 CHF | 38'876 CHF | 99.99% | 99.99% |
02.07.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 163'187 | 100'000 | 52'138 CHF | 33'016 CHF | 100.00% | 100.00% |