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 | 3.57% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'081 CHF | 57'081 CHF | 99.55% | 99.55% |
12.07.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'090 CHF | 59'090 CHF | 99.48% | 99.48% |
11.07.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'226 CHF | 57'226 CHF | 99.54% | 99.54% |
10.07.2024 | 4.06% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 72'392 CHF | 75'392 CHF | 99.52% | 99.52% |
09.07.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 209'478 | 200'000 | 50'333 CHF | 50'105 CHF | 99.55% | 99.55% |
08.07.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'636 CHF | 54'636 CHF | 99.52% | 99.52% |
05.07.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'652 CHF | 56'652 CHF | 98.51% | 98.51% |
04.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'272 CHF | 54'272 CHF | 93.24% | 93.24% |
03.07.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'956 CHF | 53'956 CHF | 99.57% | 99.57% |
02.07.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 208'191 | 200'000 | 50'382 CHF | 50'498 CHF | 98.95% | 98.95% |