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 | 2.00% | 0.48 CHF | 0.49 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 70'633 CHF | 72'062 CHF | 100.00% | 100.00% |
12.07.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 69'060 CHF | 70'476 CHF | 100.00% | 100.00% |
11.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 140'000 | 140'000 | 139'863 | 139'863 | 65'493 CHF | 66'893 CHF | 99.63% | 99.63% |
10.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 60'420 CHF | 61'800 CHF | 100.00% | 100.00% |
09.07.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 58'358 CHF | 59'724 CHF | 99.74% | 99.74% |
08.07.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 54'710 CHF | 56'064 CHF | 100.00% | 100.00% |
05.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 56'395 CHF | 57'750 CHF | 99.81% | 99.81% |
04.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 60'502 CHF | 61'881 CHF | 100.00% | 100.00% |
03.07.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 63'160 CHF | 64'552 CHF | 100.00% | 100.00% |
02.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 70'584 CHF | 72'018 CHF | 99.99% | 99.99% |