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 | 2.28% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 120'865 | 100'000 | 52'532 CHF | 44'550 CHF | 99.72% | 99.72% |
12.07.2024 | 2.37% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 124'207 | 100'000 | 51'890 CHF | 42'903 CHF | 97.13% | 97.13% |
11.07.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 145'492 | 100'000 | 51'713 CHF | 36'577 CHF | 99.08% | 99.08% |
10.07.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 152'553 | 100'000 | 51'889 CHF | 35'046 CHF | 98.75% | 98.75% |
09.07.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 140'000 | 100'000 | 143'371 | 100'000 | 51'755 CHF | 37'126 CHF | 100.00% | 100.00% |
08.07.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 140'057 | 100'000 | 51'748 CHF | 37'950 CHF | 98.75% | 98.75% |
05.07.2024 | 2.52% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 132'275 | 100'000 | 51'912 CHF | 40'290 CHF | 98.35% | 98.35% |
04.07.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 148'037 | 100'000 | 52'365 CHF | 36'397 CHF | 100.00% | 100.00% |
03.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 147'615 | 100'000 | 51'403 CHF | 35'861 CHF | 98.93% | 98.93% |
02.07.2024 | 3.29% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 173'472 | 100'000 | 51'880 CHF | 30'967 CHF | 96.33% | 96.33% |