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 | 3.38% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 177'677 | 100'000 | 51'711 CHF | 30'129 CHF | 99.66% | 99.66% |
12.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 171'091 | 100'000 | 51'686 CHF | 31'218 CHF | 99.01% | 99.01% |
11.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 166'738 | 100'000 | 52'057 CHF | 32'311 CHF | 99.09% | 99.09% |
10.07.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 163'295 | 100'000 | 51'610 CHF | 32'628 CHF | 100.00% | 100.00% |
09.07.2024 | 2.84% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 148'244 | 100'000 | 51'382 CHF | 35'707 CHF | 100.00% | 100.00% |
08.07.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 139'732 | 100'000 | 52'546 CHF | 38'607 CHF | 100.00% | 100.00% |
05.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 139'604 | 100'000 | 52'150 CHF | 38'360 CHF | 98.98% | 98.98% |
04.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 144'627 | 100'000 | 51'368 CHF | 36'535 CHF | 100.00% | 100.00% |
03.07.2024 | 3.18% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 167'276 | 100'000 | 51'850 CHF | 32'081 CHF | 99.99% | 99.99% |
02.07.2024 | 3.92% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 202'317 | 100'000 | 50'745 CHF | 26'141 CHF | 98.51% | 98.51% |