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 | 3.73% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 201'631 | 201'631 | 53'052 CHF | 55'069 CHF | 100.00% | 100.00% |
12.07.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'270 | 175'270 | 54'007 CHF | 55'760 CHF | 99.69% | 99.69% |
11.07.2024 | 3.87% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 205'236 | 205'236 | 52'005 CHF | 54'058 CHF | 98.52% | 98.52% |
10.07.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 247'110 | 247'110 | 52'830 CHF | 55'301 CHF | 96.09% | 96.09% |
09.07.2024 | 4.51% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'006 | 249'006 | 54'014 CHF | 56'504 CHF | 99.66% | 99.66% |
08.07.2024 | 3.66% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 197'350 | 197'350 | 52'989 CHF | 54'963 CHF | 99.85% | 99.85% |
05.07.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 172'916 | 172'916 | 55'662 CHF | 57'391 CHF | 100.00% | 100.00% |
04.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'332 CHF | 58'082 CHF | 100.00% | 100.00% |
03.07.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 169'093 | 169'093 | 54'368 CHF | 56'059 CHF | 99.25% | 99.25% |
02.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 194'186 | 194'186 | 53'940 CHF | 55'882 CHF | 99.68% | 99.68% |