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 | 3.41% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 184'794 | 184'794 | 53'303 CHF | 55'151 CHF | 100.00% | 100.00% |
12.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'696 CHF | 55'446 CHF | 98.45% | 98.45% |
11.07.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'800 CHF | 56'550 CHF | 97.41% | 97.41% |
10.07.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 176'557 | 176'558 | 51'472 CHF | 53'237 CHF | 99.79% | 99.79% |
09.07.2024 | 3.33% | 0.27 CHF | 0.28 CHF | 175'000 | 175'000 | 176'562 | 176'562 | 52'115 CHF | 53'881 CHF | 100.00% | 100.00% |
08.07.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'590 CHF | 53'340 CHF | 98.97% | 98.97% |
05.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'066 | 175'066 | 52'830 CHF | 54'581 CHF | 100.00% | 100.00% |
04.07.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'266 | 200'267 | 52'195 CHF | 54'198 CHF | 98.16% | 98.16% |
03.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 205'275 | 205'275 | 52'256 CHF | 54'309 CHF | 100.00% | 100.00% |
02.07.2024 | 4.26% | 0.26 CHF | 0.27 CHF | 225'000 | 225'000 | 233'073 | 233'072 | 53'535 CHF | 55'865 CHF | 100.00% | 100.00% |