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 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'315 CHF | 53'815 CHF | 100.00% | 100.00% |
12.07.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'522 | 150'522 | 52'059 CHF | 53'564 CHF | 99.66% | 99.66% |
11.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'628 CHF | 56'128 CHF | 98.38% | 98.38% |
10.07.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 148'212 | 148'212 | 57'120 CHF | 58'602 CHF | 96.06% | 96.06% |
09.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 138'829 | 138'829 | 54'088 CHF | 55'476 CHF | 99.66% | 99.66% |
08.07.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 163'825 | 163'825 | 54'601 CHF | 56'239 CHF | 99.83% | 99.83% |
05.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'267 CHF | 55'767 CHF | 100.00% | 100.00% |
04.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'849 | 149'849 | 53'911 CHF | 55'409 CHF | 100.00% | 100.00% |
03.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 141'533 | 141'533 | 55'622 CHF | 57'037 CHF | 99.23% | 99.23% |
02.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'987 CHF | 57'237 CHF | 99.66% | 99.66% |