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 | 2.10% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 117'822 CHF | 120'322 CHF | 100.00% | 100.00% |
12.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 117'330 CHF | 119'830 CHF | 100.00% | 100.00% |
11.07.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 108'337 CHF | 110'587 CHF | 100.00% | 100.00% |
10.07.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 117'336 CHF | 119'586 CHF | 100.00% | 100.00% |
09.07.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'921 CHF | 101'921 CHF | 100.00% | 100.00% |
08.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'795 CHF | 108'795 CHF | 100.00% | 100.00% |
05.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'970 CHF | 108'970 CHF | 100.00% | 100.00% |
04.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'533 CHF | 111'533 CHF | 100.00% | 100.00% |
03.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 97'406 CHF | 99'156 CHF | 100.00% | 100.00% |
02.07.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 175'000 | 175'000 | 189'949 | 189'949 | 122'582 CHF | 124'482 CHF | 100.00% | 100.00% |