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 | 2.61% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'708 CHF | 58'208 CHF | 100.00% | 100.00% |
12.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'703 CHF | 57'203 CHF | 99.69% | 99.69% |
11.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 140'299 | 140'299 | 55'307 CHF | 56'710 CHF | 98.41% | 98.41% |
10.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'529 CHF | 53'779 CHF | 96.06% | 96.06% |
09.07.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'055 | 125'055 | 53'497 CHF | 54'748 CHF | 99.64% | 99.64% |
08.07.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 151'306 | 151'306 | 53'946 CHF | 55'459 CHF | 99.84% | 99.84% |
05.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 145'958 | 145'958 | 57'069 CHF | 58'528 CHF | 100.00% | 100.00% |
04.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 142'187 | 142'187 | 55'180 CHF | 56'602 CHF | 100.00% | 100.00% |
03.07.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 124'532 | 124'532 | 53'370 CHF | 54'615 CHF | 99.23% | 99.23% |
02.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 113'791 | 113'791 | 56'271 CHF | 57'409 CHF | 99.66% | 99.66% |