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 | 3.35% | 0.28 CHF | 0.28 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 46'991 CHF | 48'591 CHF | 99.99% | 99.99% |
12.07.2024 | 3.40% | 0.31 CHF | 0.32 CHF | 170'000 | 170'000 | 169'972 | 169'972 | 49'220 CHF | 50'920 CHF | 100.00% | 100.00% |
11.07.2024 | 3.78% | 0.28 CHF | 0.30 CHF | 180'000 | 180'000 | 188'686 | 188'686 | 49'053 CHF | 50'940 CHF | 99.99% | 99.99% |
10.07.2024 | 4.03% | 0.23 CHF | 0.24 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 43'832 CHF | 45'632 CHF | 100.00% | 100.00% |
09.07.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 169'620 | 169'620 | 47'178 CHF | 48'878 CHF | 99.75% | 99.75% |
08.07.2024 | 3.55% | 0.28 CHF | 0.28 CHF | 180'000 | 180'000 | 176'413 | 176'413 | 49'025 CHF | 50'792 CHF | 99.26% | 99.26% |
05.07.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 45'927 CHF | 47'627 CHF | 100.00% | 100.00% |
04.07.2024 | 3.62% | 0.28 CHF | 0.30 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 48'878 CHF | 50'678 CHF | 99.61% | 99.61% |
03.07.2024 | 3.63% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 170'502 | 170'502 | 46'252 CHF | 47'957 CHF | 100.00% | 100.00% |
02.07.2024 | 3.97% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 173'537 | 173'537 | 42'893 CHF | 44'628 CHF | 100.00% | 100.00% |