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 | 3.50% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 197'943 | 197'943 | 55'591 CHF | 57'571 CHF | 99.39% | 99.39% |
12.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'668 | 199'668 | 55'670 CHF | 57'667 CHF | 99.08% | 99.08% |
11.07.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'264 | 175'264 | 51'335 CHF | 53'087 CHF | 97.76% | 97.76% |
10.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'142 CHF | 53'892 CHF | 95.48% | 95.48% |
09.07.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'821 CHF | 55'571 CHF | 99.06% | 99.06% |
08.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'356 CHF | 54'106 CHF | 99.25% | 99.25% |
05.07.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'790 | 175'790 | 51'252 CHF | 53'010 CHF | 99.39% | 99.39% |
04.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'132 CHF | 53'882 CHF | 99.39% | 99.39% |
03.07.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'687 CHF | 54'437 CHF | 98.64% | 98.64% |
02.07.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'921 CHF | 58'671 CHF | 99.06% | 99.06% |