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 | 3.27% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 176'625 | 176'625 | 53'089 CHF | 54'855 CHF | 100.00% | 100.00% |
12.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'664 CHF | 54'414 CHF | 99.68% | 99.68% |
11.07.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 174'602 | 174'602 | 51'125 CHF | 52'871 CHF | 99.13% | 99.13% |
10.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 192'685 | 192'685 | 54'029 CHF | 55'956 CHF | 96.10% | 96.10% |
09.07.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 195'900 | 195'900 | 52'649 CHF | 54'608 CHF | 99.66% | 99.66% |
08.07.2024 | 2.91% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 159'586 | 159'586 | 53'947 CHF | 55'543 CHF | 99.84% | 99.84% |
05.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'896 CHF | 54'396 CHF | 100.00% | 100.00% |
04.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'130 | 150'130 | 55'616 CHF | 57'117 CHF | 58.24% | 58.24% |
03.07.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 170'117 | 170'117 | 54'945 CHF | 56'646 CHF | 77.02% | 77.02% |
02.07.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 195'971 | 195'971 | 51'723 CHF | 53'683 CHF | 99.67% | 99.67% |