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 | 2.80% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'741 CHF | 54'241 CHF | 100.00% | 100.00% |
12.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'639 CHF | 55'139 CHF | 99.67% | 99.67% |
11.07.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 153'851 | 153'851 | 52'425 CHF | 53'963 CHF | 99.16% | 99.16% |
10.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'408 CHF | 58'158 CHF | 96.08% | 96.08% |
09.07.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'948 | 174'948 | 54'230 CHF | 55'980 CHF | 99.64% | 99.64% |
08.07.2024 | 2.62% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 142'434 | 142'434 | 53'707 CHF | 55'132 CHF | 99.83% | 99.83% |
05.07.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'335 CHF | 57'835 CHF | 100.00% | 100.00% |
04.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'371 | 149'371 | 57'046 CHF | 58'540 CHF | 100.00% | 100.00% |
03.07.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 158'984 | 158'984 | 53'730 CHF | 55'320 CHF | 99.23% | 99.23% |
02.07.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 177'353 | 177'353 | 51'883 CHF | 53'657 CHF | 99.66% | 99.66% |