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 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 156'653 | 156'654 | 53'197 CHF | 54'763 CHF | 99.39% | 99.39% |
12.07.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 174'962 | 174'962 | 53'904 CHF | 55'654 CHF | 99.06% | 99.06% |
11.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'534 | 150'534 | 52'989 CHF | 54'494 CHF | 97.42% | 97.42% |
10.07.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'366 CHF | 54'866 CHF | 95.49% | 95.49% |
09.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 171'106 | 171'106 | 56'548 CHF | 58'259 CHF | 99.06% | 99.06% |
08.07.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'599 CHF | 55'349 CHF | 99.24% | 99.24% |
05.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'723 CHF | 56'473 CHF | 99.39% | 99.39% |
04.07.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'077 | 175'077 | 54'747 CHF | 56'498 CHF | 99.39% | 99.39% |
03.07.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'541 | 199'541 | 54'483 CHF | 56'478 CHF | 98.64% | 98.64% |
02.07.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'866 CHF | 53'616 CHF | 99.07% | 99.07% |