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 | 3.67% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 199'481 | 199'481 | 53'422 CHF | 55'417 CHF | 100.00% | 100.00% |
12.07.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'266 | 200'265 | 52'545 CHF | 54'547 CHF | 98.41% | 98.41% |
11.07.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'458 | 200'460 | 51'877 CHF | 53'882 CHF | 83.58% | 83.58% |
10.07.2024 | 4.72% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 246'672 | 246'672 | 51'075 CHF | 53'541 CHF | 99.77% | 99.77% |
09.07.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'521 | 250'521 | 51'136 CHF | 53'641 CHF | 100.00% | 100.00% |
08.07.2024 | 4.84% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'685 | 250'685 | 50'543 CHF | 53'050 CHF | 98.99% | 98.99% |
05.07.2024 | 4.95% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 262'302 | 262'300 | 51'631 CHF | 54'254 CHF | 100.00% | 100.00% |
04.07.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'698 | 251'698 | 51'341 CHF | 53'858 CHF | 98.16% | 98.16% |
03.07.2024 | 5.55% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 302'346 | 302'350 | 53'040 CHF | 56'065 CHF | 100.00% | 100.00% |
02.07.2024 | 6.29% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 339'823 | 339'824 | 52'350 CHF | 55'749 CHF | 100.00% | 100.00% |