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 | 3.11% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 164'050 | 100'000 | 51'887 CHF | 32'655 CHF | 99.66% | 99.66% |
12.07.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 160'476 | 100'000 | 52'437 CHF | 33'681 CHF | 99.01% | 99.01% |
11.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 153'065 | 100'000 | 51'669 CHF | 34'870 CHF | 99.09% | 99.09% |
10.07.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 151'956 | 100'000 | 51'861 CHF | 35'148 CHF | 100.00% | 100.00% |
09.07.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 139'018 | 100'000 | 51'690 CHF | 38'204 CHF | 100.00% | 100.00% |
08.07.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 130'064 | 100'000 | 52'159 CHF | 41'104 CHF | 100.00% | 100.00% |
05.07.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'015 | 100'000 | 52'084 CHF | 41'061 CHF | 98.98% | 98.98% |
04.07.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 139'179 | 100'000 | 52'874 CHF | 38'996 CHF | 100.00% | 100.00% |
03.07.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 155'526 | 100'000 | 51'933 CHF | 34'484 CHF | 99.99% | 99.99% |
02.07.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 186'536 | 100'000 | 51'171 CHF | 28'505 CHF | 100.00% | 100.00% |