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 | 3.67% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'509 CHF | 55'509 CHF | 100.00% | 100.00% |
12.07.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 191'545 | 191'545 | 54'085 CHF | 56'000 CHF | 98.47% | 98.47% |
11.07.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 185'060 | 185'057 | 52'852 CHF | 54'702 CHF | 83.93% | 83.93% |
10.07.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'475 CHF | 53'225 CHF | 99.78% | 99.78% |
09.07.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'001 CHF | 54'751 CHF | 100.00% | 100.00% |
08.07.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'234 | 175'234 | 51'852 CHF | 53'605 CHF | 98.99% | 98.99% |
05.07.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 178'614 | 178'616 | 51'628 CHF | 53'415 CHF | 100.00% | 100.00% |
04.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'377 CHF | 54'127 CHF | 98.16% | 98.16% |
03.07.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'964 | 174'964 | 56'962 CHF | 58'712 CHF | 100.00% | 100.00% |
02.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'042 | 151'040 | 52'604 CHF | 54'114 CHF | 100.00% | 100.00% |