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 | 2.91% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 164'088 | 164'088 | 55'608 CHF | 57'249 CHF | 100.00% | 100.00% |
12.07.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'235 | 199'235 | 54'324 CHF | 56'316 CHF | 99.68% | 99.68% |
11.07.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'850 CHF | 56'600 CHF | 98.44% | 98.44% |
10.07.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 152'893 | 152'893 | 52'558 CHF | 54'087 CHF | 96.09% | 96.09% |
09.07.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 166'730 | 166'730 | 55'398 CHF | 57'065 CHF | 99.66% | 99.66% |
08.07.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 177'520 | 177'520 | 54'194 CHF | 55'969 CHF | 99.83% | 99.83% |
05.07.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'741 | 199'741 | 53'158 CHF | 55'155 CHF | 100.00% | 100.00% |
04.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 188'257 | 188'257 | 53'390 CHF | 55'273 CHF | 100.00% | 100.00% |
03.07.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'462 CHF | 53'212 CHF | 99.23% | 99.23% |
02.07.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'988 | 175'988 | 52'543 CHF | 54'302 CHF | 99.67% | 99.67% |