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 | 3.42% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 180'518 | 180'518 | 51'899 CHF | 53'704 CHF | 99.39% | 99.39% |
12.07.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'248 CHF | 57'248 CHF | 99.06% | 99.06% |
11.07.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 178'655 | 178'655 | 52'628 CHF | 54'415 CHF | 97.63% | 97.63% |
10.07.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 193'278 | 193'278 | 54'607 CHF | 56'540 CHF | 95.48% | 95.48% |
09.07.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'384 CHF | 55'384 CHF | 99.04% | 99.04% |
08.07.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 204'196 | 204'196 | 51'253 CHF | 53'295 CHF | 99.23% | 99.23% |
05.07.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 220'894 | 220'894 | 52'431 CHF | 54'640 CHF | 99.39% | 99.39% |
04.07.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'833 CHF | 52'833 CHF | 99.39% | 99.39% |
03.07.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 221'040 | 221'040 | 53'160 CHF | 55'371 CHF | 98.62% | 98.62% |
02.07.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'150 | 203'150 | 51'859 CHF | 53'891 CHF | 99.06% | 99.06% |