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 | 3.95% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 202'316 | 100'000 | 50'191 CHF | 25'822 CHF | 99.76% | 99.76% |
12.07.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 197'780 | 99'965 | 51'061 CHF | 26'822 CHF | 98.93% | 98.93% |
11.07.2024 | 3.88% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 188'884 | 99'069 | 51'269 CHF | 27'961 CHF | 97.78% | 97.78% |
10.07.2024 | 3.36% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 176'077 | 100'000 | 51'514 CHF | 30'285 CHF | 99.99% | 99.99% |
09.07.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 173'681 | 100'000 | 51'442 CHF | 30'633 CHF | 100.00% | 100.00% |
08.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 169'297 | 100'000 | 51'757 CHF | 31'583 CHF | 100.00% | 100.00% |
05.07.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 177'208 | 99'972 | 51'795 CHF | 30'232 CHF | 98.93% | 98.93% |
04.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 173'989 | 100'000 | 51'316 CHF | 30'514 CHF | 98.35% | 98.35% |
03.07.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 172'128 | 100'000 | 51'486 CHF | 30'923 CHF | 99.41% | 99.41% |
02.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 158'288 | 100'000 | 51'881 CHF | 33'807 CHF | 100.00% | 100.00% |