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 | 2.74% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'291 | 150'291 | 54'087 CHF | 55'590 CHF | 100.00% | 100.00% |
12.07.2024 | 3.23% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'269 CHF | 55'019 CHF | 99.67% | 99.67% |
11.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 162'764 | 162'764 | 54'476 CHF | 56'104 CHF | 99.29% | 99.29% |
10.07.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'227 CHF | 55'727 CHF | 96.08% | 96.08% |
09.07.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'023 CHF | 54'523 CHF | 99.65% | 99.65% |
08.07.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 166'450 | 166'450 | 55'045 CHF | 56'710 CHF | 99.83% | 99.83% |
05.07.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'105 CHF | 53'855 CHF | 100.00% | 100.00% |
04.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'860 CHF | 56'610 CHF | 100.00% | 100.00% |
03.07.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'456 CHF | 58'206 CHF | 99.23% | 99.23% |
02.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'479 | 174'479 | 56'879 CHF | 58'624 CHF | 99.67% | 99.67% |