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 | 2.52% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 51'014 CHF | 52'314 CHF | 99.99% | 99.99% |
12.07.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 51'104 CHF | 52'404 CHF | 99.99% | 99.99% |
11.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 130'000 | 129'893 | 129'893 | 53'624 CHF | 54'924 CHF | 100.00% | 100.00% |
10.07.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 131'476 | 131'476 | 57'478 CHF | 58'793 CHF | 100.00% | 100.00% |
09.07.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 140'000 | 140'000 | 134'762 | 134'762 | 60'155 CHF | 61'502 CHF | 100.00% | 100.00% |
08.07.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 48'300 CHF | 49'600 CHF | 99.99% | 99.99% |
05.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 50'552 CHF | 51'852 CHF | 99.99% | 99.99% |
04.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 49'764 CHF | 51'064 CHF | 100.00% | 100.00% |
03.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 56'028 CHF | 57'330 CHF | 100.00% | 100.00% |
02.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 68'132 CHF | 69'532 CHF | 100.00% | 100.00% |