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 | 3.95% | 0.23 CHF | 0.24 CHF | 210'812 | 100'000 | 203'797 | 100'000 | 50'689 CHF | 25'904 CHF | 15.94% | 15.94% |
12.07.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'503 | 100'000 | 51'262 CHF | 26'571 CHF | 98.03% | 98.03% |
11.07.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 189'452 | 100'000 | 51'032 CHF | 28'026 CHF | 85.30% | 85.30% |
10.07.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 189'916 | 100'000 | 51'002 CHF | 27'888 CHF | 100.00% | 100.00% |
09.07.2024 | 3.28% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 173'082 | 100'000 | 51'900 CHF | 31'025 CHF | 100.00% | 100.00% |
08.07.2024 | 2.99% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 159'229 | 100'000 | 52'382 CHF | 33'916 CHF | 100.00% | 100.00% |
05.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 158'970 | 100'000 | 52'420 CHF | 33'982 CHF | 98.98% | 98.98% |
04.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'979 | 100'000 | 52'363 CHF | 31'806 CHF | 100.00% | 100.00% |
03.07.2024 | 3.73% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 194'413 | 100'000 | 51'124 CHF | 27'385 CHF | 99.15% | 99.15% |
02.07.2024 | 4.82% | 0.22 CHF | 0.23 CHF | 214'004 | 100'000 | 215'425 | 100'000 | 43'789 CHF | 21'338 CHF | 100.00% | 100.00% |