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 | 2.24% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'324 CHF | 56'574 CHF | 100.00% | 100.00% |
12.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'030 CHF | 57'280 CHF | 99.67% | 99.67% |
11.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'818 CHF | 60'068 CHF | 99.42% | 99.42% |
10.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 118'077 | 118'077 | 58'147 CHF | 59'327 CHF | 96.06% | 96.06% |
09.07.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 113'571 | 113'571 | 56'217 CHF | 57'353 CHF | 99.65% | 99.65% |
08.07.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'217 CHF | 58'467 CHF | 99.83% | 99.83% |
05.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'969 CHF | 58'219 CHF | 100.00% | 100.00% |
04.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'092 CHF | 58'342 CHF | 100.00% | 100.00% |
03.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 118'808 | 118'808 | 58'142 CHF | 59'330 CHF | 99.24% | 99.24% |
02.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'707 CHF | 52'707 CHF | 99.66% | 99.66% |