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 | 3.20% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 168'271 | 75'000 | 51'691 CHF | 23'800 CHF | 98.72% | 98.72% |
12.07.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 170'187 | 75'000 | 51'505 CHF | 23'476 CHF | 99.38% | 99.38% |
11.07.2024 | 3.45% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 179'002 | 75'000 | 51'009 CHF | 22'154 CHF | 99.15% | 99.15% |
10.07.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 195'439 | 75'000 | 51'387 CHF | 20'482 CHF | 100.00% | 100.00% |
09.07.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 186'103 | 75'000 | 51'163 CHF | 21'397 CHF | 100.00% | 100.00% |
08.07.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 182'186 | 75'000 | 50'890 CHF | 21'720 CHF | 100.00% | 100.00% |
05.07.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 163'225 | 75'000 | 51'559 CHF | 24'471 CHF | 99.62% | 99.62% |
04.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'000 | 75'000 | 52'092 CHF | 23'732 CHF | 100.00% | 100.00% |
03.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 181'431 | 75'000 | 51'767 CHF | 22'161 CHF | 99.73% | 99.73% |
02.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 205'773 | 75'000 | 50'230 CHF | 19'067 CHF | 99.99% | 99.99% |