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 | 2.96% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 156'569 | 50'000 | 52'182 CHF | 17'172 CHF | 99.72% | 99.72% |
12.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 159'996 | 50'000 | 52'799 CHF | 17'000 CHF | 99.01% | 99.01% |
11.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 158'311 | 50'000 | 52'550 CHF | 17'103 CHF | 92.48% | 92.48% |
10.07.2024 | 3.31% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 142'486 | 47'050 | 47'326 CHF | 16'128 CHF | 100.00% | 100.00% |
09.07.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 51'964 CHF | 17'821 CHF | 100.00% | 100.00% |
08.07.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 51'183 CHF | 17'561 CHF | 100.00% | 100.00% |
05.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'461 | 50'000 | 50'599 CHF | 18'514 CHF | 98.98% | 98.98% |
04.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 51'240 CHF | 18'800 CHF | 100.00% | 100.00% |
03.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 52'173 CHF | 17'891 CHF | 100.00% | 100.00% |
02.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 149'911 | 50'000 | 51'358 CHF | 17'630 CHF | 100.00% | 100.00% |