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 | 3.29% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 179'067 | 179'067 | 53'522 CHF | 55'313 CHF | 98.95% | 98.95% |
12.07.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 195'667 | 195'667 | 53'256 CHF | 55'213 CHF | 98.64% | 98.64% |
11.07.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 179'974 | 179'974 | 51'650 CHF | 53'450 CHF | 97.41% | 97.41% |
10.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 193'506 | 193'506 | 54'199 CHF | 56'134 CHF | 95.09% | 95.09% |
09.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'320 | 175'320 | 53'317 CHF | 55'070 CHF | 98.67% | 98.67% |
08.07.2024 | 3.98% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 214'368 | 214'368 | 52'783 CHF | 54'927 CHF | 98.99% | 98.99% |
05.07.2024 | 4.10% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 224'209 | 224'209 | 53'529 CHF | 55'771 CHF | 99.14% | 99.14% |
04.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 54'000 CHF | 56'250 CHF | 99.18% | 99.18% |
03.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 206'202 | 206'202 | 50'796 CHF | 52'858 CHF | 98.43% | 98.43% |
02.07.2024 | 4.50% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 244'635 | 244'635 | 53'217 CHF | 55'664 CHF | 98.83% | 98.83% |