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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 86'077 CHF | 87'827 CHF | 100.00% | 100.00% |
11.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'524 CHF | 94'524 CHF | 100.00% | 100.00% |
10.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 88'396 CHF | 90'396 CHF | 100.00% | 100.00% |
09.07.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'244 CHF | 93'244 CHF | 100.00% | 100.00% |
08.07.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'091 CHF | 91'091 CHF | 100.00% | 100.00% |
05.07.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'272 CHF | 91'272 CHF | 100.00% | 100.00% |
04.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'901 CHF | 91'901 CHF | 100.00% | 100.00% |
03.07.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'999 CHF | 88'999 CHF | 100.00% | 100.00% |
02.07.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'098 CHF | 84'098 CHF | 100.00% | 100.00% |
01.07.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 95'090 CHF | 97'340 CHF | 100.00% | 100.00% |