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 | 3.85% | 0.25 CHF | 0.26 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 48'480 CHF | 50'380 CHF | 100.00% | 100.00% |
12.07.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 45'134 CHF | 47'034 CHF | 100.00% | 100.00% |
11.07.2024 | 5.67% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 199'893 | 199'893 | 34'372 CHF | 36'372 CHF | 100.00% | 100.00% |
10.07.2024 | 6.02% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 32'317 CHF | 34'317 CHF | 100.00% | 100.00% |
09.07.2024 | 5.39% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 197'451 | 197'451 | 35'819 CHF | 37'793 CHF | 99.99% | 99.99% |
08.07.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 41'600 CHF | 43'500 CHF | 100.00% | 100.00% |
05.07.2024 | 4.01% | 0.23 CHF | 0.24 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 46'499 CHF | 48'399 CHF | 99.81% | 99.81% |
04.07.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 47'353 CHF | 49'253 CHF | 99.49% | 99.49% |
03.07.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 46'359 CHF | 48'259 CHF | 99.35% | 99.35% |
02.07.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 191'400 | 191'400 | 39'542 CHF | 41'456 CHF | 100.00% | 100.00% |