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 | 3.54% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'438 CHF | 57'438 CHF | 99.81% | 99.81% |
12.07.2024 | 3.33% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 179'562 | 179'562 | 53'030 CHF | 54'826 CHF | 99.76% | 99.76% |
11.07.2024 | 2.91% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 157'733 | 157'733 | 53'519 CHF | 55'096 CHF | 100.00% | 100.00% |
10.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'799 CHF | 55'299 CHF | 94.51% | 94.51% |
09.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'281 CHF | 53'781 CHF | 99.48% | 99.48% |
08.07.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'270 CHF | 54'770 CHF | 99.81% | 99.81% |
05.07.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'517 CHF | 53'017 CHF | 99.81% | 99.81% |
04.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'309 CHF | 52'809 CHF | 99.81% | 99.81% |
03.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'397 CHF | 53'897 CHF | 99.14% | 99.14% |
02.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'314 | 151'314 | 51'341 CHF | 52'854 CHF | 99.42% | 99.42% |