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 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'000 CHF | 54'000 CHF | 99.39% | 99.39% |
12.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'038 CHF | 52'038 CHF | 99.04% | 99.04% |
11.07.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'957 CHF | 53'957 CHF | 98.20% | 98.20% |
10.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'976 CHF | 53'976 CHF | 95.45% | 95.45% |
09.07.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'526 CHF | 53'526 CHF | 99.05% | 99.05% |
08.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'429 | 200'429 | 50'107 CHF | 52'111 CHF | 99.24% | 99.24% |
05.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'950 | 223'950 | 53'738 CHF | 55'978 CHF | 99.39% | 99.39% |
04.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'983 CHF | 56'233 CHF | 99.39% | 99.39% |
03.07.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 224'684 | 224'684 | 53'775 CHF | 56'021 CHF | 98.61% | 98.61% |
02.07.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'411 CHF | 52'411 CHF | 99.02% | 99.02% |