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 | 3.71% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 192'769 | 75'000 | 51'001 CHF | 20'628 CHF | 89.89% | 89.89% |
12.07.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 198'063 | 75'000 | 50'644 CHF | 19'940 CHF | 98.05% | 98.05% |
11.07.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 198'490 | 75'000 | 51'386 CHF | 20'173 CHF | 91.55% | 91.55% |
10.07.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 214'085 | 75'000 | 50'454 CHF | 18'444 CHF | 100.00% | 100.00% |
09.07.2024 | 3.58% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 185'967 | 75'000 | 50'957 CHF | 21'329 CHF | 99.46% | 99.46% |
08.07.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 180'189 | 75'000 | 51'162 CHF | 22'074 CHF | 97.53% | 97.53% |
05.07.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 184'881 | 75'000 | 51'436 CHF | 21'633 CHF | 95.74% | 95.74% |
04.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 183'302 | 75'000 | 50'781 CHF | 21'538 CHF | 86.09% | 86.09% |
03.07.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 189'670 | 75'000 | 50'986 CHF | 20'930 CHF | 92.95% | 92.95% |
02.07.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 222'748 | 75'000 | 50'552 CHF | 17'794 CHF | 96.98% | 96.98% |