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 | 2.37% | 0.42 CHF | 0.43 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 79'162 CHF | 81'062 CHF | 100.00% | 100.00% |
12.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 82'648 CHF | 84'548 CHF | 100.00% | 100.00% |
11.07.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 199'845 | 199'845 | 99'868 CHF | 101'868 CHF | 100.00% | 100.00% |
10.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'676 CHF | 103'676 CHF | 100.00% | 100.00% |
09.07.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 197'450 | 197'450 | 96'495 CHF | 98'470 CHF | 100.00% | 100.00% |
08.07.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 85'868 CHF | 87'768 CHF | 100.00% | 100.00% |
05.07.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 81'104 CHF | 83'004 CHF | 99.82% | 99.82% |
04.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 81'188 CHF | 83'088 CHF | 99.50% | 99.50% |
03.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 81'995 CHF | 83'895 CHF | 99.34% | 99.34% |
02.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 191'398 | 191'398 | 89'032 CHF | 90'946 CHF | 100.00% | 100.00% |