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 | 3.59% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'795 CHF | 56'795 CHF | 100.00% | 100.00% |
12.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 187'906 | 187'905 | 53'382 CHF | 55'261 CHF | 99.76% | 99.76% |
11.07.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 183'461 | 183'461 | 53'105 CHF | 54'939 CHF | 100.00% | 100.00% |
10.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'709 CHF | 54'459 CHF | 94.70% | 94.70% |
09.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'419 CHF | 54'169 CHF | 99.67% | 99.67% |
08.07.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 178'779 | 178'779 | 51'620 CHF | 53'408 CHF | 100.00% | 100.00% |
05.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'840 CHF | 55'590 CHF | 100.00% | 100.00% |
04.07.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'092 | 174'091 | 55'822 CHF | 57'563 CHF | 100.00% | 100.00% |
03.07.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 156'661 | 156'661 | 52'600 CHF | 54'167 CHF | 99.33% | 99.33% |
02.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'293 CHF | 53'793 CHF | 99.61% | 99.61% |