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 | 1.98% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 109'220 | 109'220 | 54'587 CHF | 55'679 CHF | 100.00% | 100.00% |
12.07.2024 | 2.05% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 120'459 | 120'459 | 57'987 CHF | 59'192 CHF | 99.69% | 99.69% |
11.07.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'582 CHF | 56'832 CHF | 99.43% | 99.43% |
10.07.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'672 CHF | 53'922 CHF | 96.10% | 96.10% |
09.07.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'258 | 125'258 | 53'127 CHF | 54'380 CHF | 99.65% | 99.65% |
08.07.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'719 CHF | 59'969 CHF | 99.83% | 99.83% |
05.07.2024 | 2.05% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 118'504 | 118'504 | 57'265 CHF | 58'450 CHF | 100.00% | 100.00% |
04.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'035 CHF | 61'285 CHF | 100.00% | 100.00% |
03.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'835 CHF | 59'085 CHF | 99.23% | 99.23% |
02.07.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 131'991 | 131'992 | 52'795 CHF | 54'116 CHF | 99.66% | 99.66% |