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 | 2.89% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 152'209 | 152'208 | 51'963 CHF | 53'485 CHF | 99.05% | 99.05% |
12.07.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'125 CHF | 54'875 CHF | 98.78% | 98.78% |
11.07.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 155'552 | 155'552 | 52'351 CHF | 53'907 CHF | 97.33% | 97.33% |
10.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'342 CHF | 56'092 CHF | 95.12% | 95.12% |
09.07.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'735 | 174'735 | 56'426 CHF | 58'173 CHF | 98.66% | 98.66% |
08.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'987 CHF | 56'737 CHF | 98.57% | 98.57% |
05.07.2024 | 3.83% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 197'246 | 197'246 | 50'578 CHF | 52'551 CHF | 99.17% | 99.17% |
04.07.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'369 CHF | 52'369 CHF | 99.17% | 99.17% |
03.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'649 CHF | 53'649 CHF | 98.34% | 98.34% |
02.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 201'841 | 201'841 | 50'826 CHF | 52'844 CHF | 98.84% | 98.84% |