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 | 2.98% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 172'742 | 172'742 | 57'093 CHF | 58'820 CHF | 99.05% | 99.05% |
12.07.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'826 CHF | 56'576 CHF | 98.83% | 98.83% |
11.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'131 | 174'131 | 56'058 CHF | 57'799 CHF | 98.43% | 98.43% |
10.07.2024 | 3.18% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 179'320 | 179'320 | 55'523 CHF | 57'316 CHF | 95.11% | 95.11% |
09.07.2024 | 2.82% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 154'963 | 154'963 | 54'227 CHF | 55'777 CHF | 98.68% | 98.68% |
08.07.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 130'251 | 130'251 | 51'515 CHF | 52'818 CHF | 98.58% | 98.58% |
05.07.2024 | 2.49% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 144'000 | 144'000 | 57'080 CHF | 58'520 CHF | 99.17% | 99.17% |
04.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'259 CHF | 58'759 CHF | 99.18% | 99.18% |
03.07.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'421 CHF | 55'921 CHF | 98.45% | 98.45% |
02.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'151 CHF | 53'651 CHF | 98.83% | 98.83% |