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 | 3.53% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 195'592 | 195'592 | 54'518 CHF | 56'474 CHF | 99.05% | 99.05% |
12.07.2024 | 2.65% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'408 | 151'408 | 56'462 CHF | 57'976 CHF | 98.81% | 98.81% |
11.07.2024 | 3.21% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 174'543 | 174'543 | 53'638 CHF | 55'383 CHF | 96.97% | 96.97% |
10.07.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'474 CHF | 54'974 CHF | 95.12% | 95.12% |
09.07.2024 | 2.82% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 151'588 | 151'588 | 52'990 CHF | 54'506 CHF | 98.62% | 98.62% |
08.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 163'907 | 163'907 | 54'706 CHF | 56'345 CHF | 98.59% | 98.59% |
05.07.2024 | 2.19% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 128'016 | 128'016 | 57'967 CHF | 59'247 CHF | 99.18% | 99.18% |
04.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'748 CHF | 59'998 CHF | 99.18% | 99.18% |
03.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'806 CHF | 60'056 CHF | 98.44% | 98.44% |
02.07.2024 | 2.02% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 108'066 | 108'066 | 52'756 CHF | 53'837 CHF | 98.86% | 98.86% |