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 | 3.68% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'305 CHF | 55'305 CHF | 100.00% | 100.00% |
12.07.2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 199'884 | 199'884 | 52'884 CHF | 54'883 CHF | 99.69% | 99.69% |
11.07.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 179'146 | 179'146 | 52'074 CHF | 53'866 CHF | 99.18% | 99.18% |
10.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'586 | 171'586 | 55'148 CHF | 56'864 CHF | 96.07% | 96.07% |
09.07.2024 | 2.96% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 161'530 | 161'530 | 53'703 CHF | 55'318 CHF | 99.66% | 99.66% |
08.07.2024 | 3.87% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 208'316 | 208'316 | 52'753 CHF | 54'837 CHF | 99.84% | 99.84% |
05.07.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 176'042 | 176'042 | 51'391 CHF | 53'151 CHF | 100.00% | 100.00% |
04.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 185'000 | 185'000 | 53'309 CHF | 55'159 CHF | 100.00% | 100.00% |
03.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 160'814 | 160'813 | 54'117 CHF | 55'725 CHF | 99.25% | 99.25% |
02.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'589 | 125'589 | 51'712 CHF | 52'968 CHF | 99.67% | 99.67% |