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 | 3.44% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 185'282 | 185'282 | 52'869 CHF | 54'722 CHF | 100.00% | 100.00% |
12.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'718 CHF | 53'468 CHF | 99.68% | 99.68% |
11.07.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 191'265 | 191'265 | 54'109 CHF | 56'021 CHF | 98.91% | 98.91% |
10.07.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'742 CHF | 55'742 CHF | 96.08% | 96.08% |
09.07.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'989 | 199'989 | 52'235 CHF | 54'235 CHF | 99.65% | 99.65% |
08.07.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'400 CHF | 54'150 CHF | 99.85% | 99.85% |
05.07.2024 | 3.27% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'520 | 175'520 | 52'858 CHF | 54'613 CHF | 100.00% | 100.00% |
04.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'697 CHF | 56'447 CHF | 100.00% | 100.00% |
03.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'193 | 175'193 | 52'182 CHF | 53'934 CHF | 99.25% | 99.25% |
02.07.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 201'042 | 201'042 | 52'467 CHF | 54'477 CHF | 99.68% | 99.68% |