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 | 2.84% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'350 CHF | 71'350 CHF | 98.22% | 98.22% |
12.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'954 CHF | 73'954 CHF | 99.01% | 99.01% |
11.07.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'107 CHF | 70'107 CHF | 99.09% | 99.09% |
10.07.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'561 CHF | 62'561 CHF | 100.00% | 100.00% |
09.07.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'336 CHF | 56'336 CHF | 100.00% | 100.00% |
08.07.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'318 CHF | 62'318 CHF | 100.00% | 100.00% |
05.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'723 CHF | 65'723 CHF | 98.98% | 98.98% |
04.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'747 CHF | 65'747 CHF | 99.49% | 99.49% |
03.07.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'782 CHF | 61'782 CHF | 100.00% | 100.00% |
02.07.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'287 CHF | 56'287 CHF | 100.00% | 100.00% |