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 | 4.17% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 220'726 | 220'726 | 51'785 CHF | 53'992 CHF | 99.05% | 99.05% |
12.07.2024 | 4.16% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 219'954 | 219'954 | 51'799 CHF | 53'999 CHF | 98.83% | 98.83% |
11.07.2024 | 3.28% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 179'569 | 179'569 | 54'056 CHF | 55'852 CHF | 89.77% | 89.77% |
10.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 195'989 | 195'989 | 53'006 CHF | 54'966 CHF | 95.14% | 95.14% |
09.07.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 172'686 | 172'686 | 55'850 CHF | 57'577 CHF | 98.70% | 98.70% |
08.07.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 153'361 | 153'361 | 53'846 CHF | 55'379 CHF | 98.59% | 98.59% |
05.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'605 CHF | 54'105 CHF | 99.16% | 99.16% |
04.07.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'957 CHF | 57'457 CHF | 99.18% | 99.18% |
03.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'527 | 150'527 | 53'939 CHF | 55'444 CHF | 98.46% | 98.46% |
02.07.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'406 | 150'406 | 53'199 CHF | 54'703 CHF | 98.78% | 98.78% |