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 | 3.02% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 160'000 | 100'000 | 52'173 CHF | 33'609 CHF | 99.76% | 99.76% |
12.07.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 161'032 | 99'965 | 51'889 CHF | 33'226 CHF | 98.93% | 98.93% |
11.07.2024 | 3.42% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 166'123 | 99'068 | 51'206 CHF | 31'749 CHF | 97.62% | 97.62% |
10.07.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 172'630 | 100'000 | 51'477 CHF | 30'837 CHF | 99.99% | 99.99% |
09.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 170'850 | 100'000 | 51'315 CHF | 31'040 CHF | 100.00% | 100.00% |
08.07.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 160'065 | 100'000 | 51'777 CHF | 33'358 CHF | 100.00% | 100.00% |
05.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'908 | 99'972 | 51'635 CHF | 31'384 CHF | 98.80% | 98.80% |
04.07.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 181'431 | 100'000 | 51'508 CHF | 29'410 CHF | 98.37% | 98.37% |
03.07.2024 | 3.72% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 194'686 | 100'000 | 51'369 CHF | 27'444 CHF | 99.39% | 99.39% |
02.07.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'106 | 100'000 | 50'563 CHF | 26'269 CHF | 99.96% | 99.96% |