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 | 3.43% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 178'863 | 100'000 | 51'310 CHF | 29'713 CHF | 88.33% | 88.33% |
12.07.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 180'577 | 100'000 | 51'534 CHF | 29'580 CHF | 97.13% | 97.13% |
11.07.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 198'877 | 100'000 | 51'302 CHF | 26'802 CHF | 98.95% | 98.95% |
10.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'234 | 100'000 | 50'551 CHF | 26'248 CHF | 98.75% | 98.75% |
09.07.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 197'414 | 100'000 | 51'784 CHF | 27'241 CHF | 100.00% | 100.00% |
08.07.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 194'972 | 100'000 | 51'648 CHF | 27'503 CHF | 98.75% | 98.75% |
05.07.2024 | 3.54% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 183'233 | 100'000 | 50'883 CHF | 28'796 CHF | 98.35% | 98.35% |
04.07.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 195'904 | 100'000 | 51'690 CHF | 27'408 CHF | 100.00% | 100.00% |
03.07.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 196'773 | 100'000 | 51'774 CHF | 27'323 CHF | 98.93% | 98.93% |
02.07.2024 | 4.03% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 207'400 | 100'000 | 50'381 CHF | 25'310 CHF | 98.91% | 98.91% |