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 | 4.08% | 0.25 CHF | 0.26 CHF | 200'000 | 30'000 | 198'355 | 29'450 | 50'393 CHF | 7'784 CHF | 99.33% | 99.33% |
12.07.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200'000 | 30'000 | 199'539 | 30'000 | 51'591 CHF | 8'057 CHF | 99.48% | 99.48% |
11.07.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 200'000 | 30'000 | 193'259 | 30'000 | 51'328 CHF | 8'271 CHF | 98.51% | 98.51% |
10.07.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 180'000 | 30'000 | 189'560 | 30'000 | 51'710 CHF | 8'484 CHF | 99.51% | 99.51% |
09.07.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 190'000 | 30'000 | 186'797 | 30'000 | 51'275 CHF | 8'543 CHF | 99.53% | 99.53% |
08.07.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 170'000 | 30'000 | 166'692 | 30'000 | 51'778 CHF | 9'623 CHF | 99.51% | 99.51% |
05.07.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 160'000 | 30'000 | 155'091 | 30'000 | 51'947 CHF | 10'359 CHF | 98.48% | 98.48% |
04.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 30'000 | 150'000 | 30'000 | 51'983 CHF | 10'697 CHF | 98.66% | 98.66% |
03.07.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150'000 | 30'000 | 155'340 | 30'000 | 51'620 CHF | 10'273 CHF | 99.02% | 99.02% |
02.07.2024 | 3.53% | 0.28 CHF | 0.28 CHF | 190'000 | 30'000 | 184'495 | 30'000 | 51'270 CHF | 8'643 CHF | 99.47% | 99.47% |