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 | 3.97% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 191'179 | 50'000 | 50'776 CHF | 13'848 CHF | 98.98% | 98.98% |
12.07.2024 | 3.96% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 180'484 | 50'000 | 51'685 CHF | 14'898 CHF | 98.77% | 98.77% |
11.07.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 171'510 | 50'000 | 51'665 CHF | 15'598 CHF | 99.09% | 99.09% |
10.07.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 179'424 | 50'000 | 51'200 CHF | 14'782 CHF | 100.00% | 100.00% |
09.07.2024 | 3.36% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 169'971 | 50'000 | 51'859 CHF | 15'786 CHF | 100.00% | 100.00% |
08.07.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 160'562 | 50'000 | 51'997 CHF | 16'745 CHF | 100.00% | 100.00% |
05.07.2024 | 3.77% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 185'071 | 50'000 | 50'894 CHF | 14'310 CHF | 98.86% | 98.86% |
04.07.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 201'705 | 50'000 | 50'901 CHF | 13'142 CHF | 100.00% | 100.00% |
03.07.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 204'058 | 50'000 | 50'160 CHF | 12'801 CHF | 99.82% | 99.82% |
02.07.2024 | 4.33% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 212'089 | 50'000 | 50'417 CHF | 12'421 CHF | 100.00% | 100.00% |