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 | 3.16% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'598 CHF | 56'348 CHF | 100.00% | 100.00% |
12.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'094 | 175'095 | 53'771 CHF | 55'522 CHF | 99.77% | 99.77% |
11.07.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 180'673 | 180'673 | 53'647 CHF | 55'454 CHF | 100.00% | 100.00% |
10.07.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 187'995 | 187'996 | 53'517 CHF | 55'397 CHF | 94.70% | 94.70% |
09.07.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 191'663 | 191'663 | 54'236 CHF | 56'153 CHF | 99.67% | 99.67% |
08.07.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 192'374 | 192'374 | 54'244 CHF | 56'168 CHF | 100.00% | 100.00% |
05.07.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'886 CHF | 53'636 CHF | 100.00% | 100.00% |
04.07.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'754 CHF | 53'504 CHF | 100.00% | 100.00% |
03.07.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 172'102 | 172'101 | 51'212 CHF | 52'932 CHF | 99.31% | 99.31% |
02.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 193'989 | 193'989 | 54'317 CHF | 56'256 CHF | 99.62% | 99.62% |