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 | 2.35% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 123'931 | 100'000 | 52'035 CHF | 43'061 CHF | 99.72% | 99.72% |
12.07.2024 | 2.44% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 128'332 | 100'000 | 51'964 CHF | 41'622 CHF | 97.14% | 97.14% |
11.07.2024 | 2.88% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 150'784 | 100'000 | 51'666 CHF | 35'312 CHF | 99.09% | 99.09% |
10.07.2024 | 3.02% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 158'205 | 100'000 | 51'644 CHF | 33'676 CHF | 98.75% | 98.75% |
09.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 147'515 | 100'000 | 51'473 CHF | 35'917 CHF | 100.00% | 100.00% |
08.07.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 144'974 | 100'000 | 51'627 CHF | 36'637 CHF | 98.75% | 98.75% |
05.07.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 150'000 | 100'000 | 137'455 | 100'000 | 52'099 CHF | 38'965 CHF | 98.35% | 98.35% |
04.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 149'874 | 100'000 | 51'265 CHF | 35'233 CHF | 100.00% | 100.00% |
03.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 155'839 | 100'000 | 52'145 CHF | 34'495 CHF | 98.93% | 98.93% |
02.07.2024 | 3.44% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 179'630 | 100'000 | 51'327 CHF | 29'644 CHF | 98.91% | 98.91% |