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 | 3.21% | 0.28 CHF | 0.30 CHF | 210'000 | 210'000 | 203'231 | 203'231 | 62'440 CHF | 64'473 CHF | 99.99% | 99.99% |
12.07.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 190'000 | 190'000 | 192'700 | 192'700 | 59'551 CHF | 61'478 CHF | 100.00% | 100.00% |
11.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 67'624 CHF | 69'624 CHF | 100.00% | 100.00% |
10.07.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'456 CHF | 67'456 CHF | 100.00% | 100.00% |
09.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 190'000 | 190'000 | 189'525 | 189'525 | 64'329 CHF | 66'229 CHF | 99.75% | 99.75% |
08.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 190'000 | 190'000 | 189'479 | 189'479 | 70'670 CHF | 72'568 CHF | 99.99% | 99.99% |
05.07.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 193'456 | 193'456 | 74'317 CHF | 76'251 CHF | 99.91% | 99.91% |
04.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 64'307 CHF | 66'207 CHF | 100.00% | 100.00% |
03.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'387 CHF | 74'387 CHF | 100.00% | 100.00% |
02.07.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'332 CHF | 66'332 CHF | 100.00% | 100.00% |