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 | 2.40% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'427 CHF | 52'677 CHF | 99.06% | 99.06% |
12.07.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 145'558 | 145'558 | 56'960 CHF | 58'416 CHF | 98.83% | 98.83% |
11.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'457 | 125'457 | 51'544 CHF | 52'799 CHF | 97.51% | 97.51% |
10.07.2024 | 2.47% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 130'392 | 130'392 | 51'989 CHF | 53'293 CHF | 95.13% | 95.13% |
09.07.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'648 CHF | 55'898 CHF | 98.66% | 98.66% |
08.07.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 124'919 | 124'919 | 59'592 CHF | 60'841 CHF | 98.57% | 98.57% |
05.07.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 120'104 | 120'104 | 57'902 CHF | 59'103 CHF | 99.17% | 99.17% |
04.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'749 CHF | 59'999 CHF | 99.18% | 99.18% |
03.07.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'946 CHF | 57'196 CHF | 98.44% | 98.44% |
02.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'195 CHF | 55'445 CHF | 98.86% | 98.86% |