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 | 2.54% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 134'468 | 100'000 | 52'239 CHF | 39'939 CHF | 99.72% | 99.72% |
12.07.2024 | 2.45% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 129'256 | 100'000 | 52'197 CHF | 41'504 CHF | 97.13% | 97.13% |
11.07.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 111'379 | 100'000 | 52'208 CHF | 47'899 CHF | 99.08% | 99.08% |
10.07.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 108'420 | 100'000 | 52'566 CHF | 49'506 CHF | 98.75% | 98.75% |
09.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'951 | 100'000 | 51'684 CHF | 47'596 CHF | 100.00% | 100.00% |
08.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 113'365 | 100'000 | 51'977 CHF | 46'875 CHF | 98.75% | 98.75% |
05.07.2024 | 2.26% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 118'261 | 100'000 | 51'648 CHF | 44'716 CHF | 98.35% | 98.35% |
04.07.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 110'899 | 100'000 | 52'767 CHF | 48'603 CHF | 100.00% | 100.00% |
03.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 108'338 | 100'000 | 52'356 CHF | 49'352 CHF | 98.93% | 98.93% |
02.07.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'356 CHF | 54'356 CHF | 98.91% | 98.91% |