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 | 175'000 | 175'000 | 175'263 | 175'263 | 52'409 CHF | 54'162 CHF | 99.06% | 99.06% |
12.07.2024 | 2.97% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 156'318 | 156'318 | 51'877 CHF | 53'440 CHF | 98.85% | 98.85% |
11.07.2024 | 3.50% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 193'207 | 193'207 | 54'261 CHF | 56'193 CHF | 89.77% | 89.77% |
10.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 178'210 | 178'210 | 53'465 CHF | 55'247 CHF | 95.14% | 95.14% |
09.07.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'178 CHF | 53'178 CHF | 98.68% | 98.68% |
08.07.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 224'063 | 224'063 | 53'434 CHF | 55'674 CHF | 98.56% | 98.56% |
05.07.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'464 | 200'464 | 52'166 CHF | 54'171 CHF | 99.16% | 99.16% |
04.07.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 225'000 | 225'000 | 215'690 | 215'690 | 53'251 CHF | 55'408 CHF | 99.17% | 99.17% |
03.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'082 CHF | 54'082 CHF | 98.44% | 98.44% |
02.07.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 198'282 | 198'282 | 54'391 CHF | 56'374 CHF | 98.84% | 98.84% |