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 | 3.94% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 207'553 | 207'553 | 51'616 CHF | 53'691 CHF | 100.00% | 100.00% |
12.07.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'724 CHF | 52'724 CHF | 99.68% | 99.68% |
11.07.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'695 CHF | 55'695 CHF | 99.42% | 99.42% |
10.07.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 183'641 | 183'641 | 52'490 CHF | 54'326 CHF | 96.08% | 96.08% |
09.07.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 180'207 | 180'207 | 52'058 CHF | 53'860 CHF | 99.65% | 99.65% |
08.07.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'491 CHF | 54'491 CHF | 99.84% | 99.84% |
05.07.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'247 CHF | 54'247 CHF | 100.00% | 100.00% |
04.07.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 199'926 | 199'926 | 52'426 CHF | 54'425 CHF | 100.00% | 100.00% |
03.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 189'694 | 189'694 | 53'851 CHF | 55'748 CHF | 99.24% | 99.24% |
02.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'593 CHF | 55'343 CHF | 99.65% | 99.65% |