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 | 3.07% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'165 CHF | 49'665 CHF | 100.00% | 100.00% |
12.07.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'555 CHF | 51'055 CHF | 100.00% | 100.00% |
11.07.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 149'882 | 149'882 | 48'440 CHF | 49'940 CHF | 99.99% | 99.99% |
10.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'703 CHF | 50'203 CHF | 100.00% | 100.00% |
09.07.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'543 CHF | 50'043 CHF | 100.00% | 100.00% |
08.07.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'717 CHF | 51'217 CHF | 100.00% | 100.00% |
05.07.2024 | 2.63% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'372 CHF | 57'872 CHF | 99.82% | 99.82% |
04.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'755 CHF | 59'255 CHF | 99.50% | 99.50% |
03.07.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'329 CHF | 54'829 CHF | 99.36% | 99.36% |
02.07.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'102 CHF | 57'602 CHF | 100.00% | 100.00% |