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 | 3.16% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 166'308 | 100'000 | 51'856 CHF | 32'294 CHF | 99.72% | 99.72% |
12.07.2024 | 3.30% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 172'460 | 100'000 | 51'485 CHF | 31'014 CHF | 93.68% | 93.68% |
11.07.2024 | 4.17% | 0.27 CHF | 0.28 CHF | 195'536 | 100'000 | 197'060 | 100'000 | 46'318 CHF | 24'509 CHF | 97.52% | 97.52% |
10.07.2024 | 4.47% | 0.24 CHF | 0.25 CHF | 197'626 | 100'000 | 198'087 | 100'000 | 43'368 CHF | 22'895 CHF | 98.75% | 98.75% |
09.07.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 197'274 | 100'000 | 197'179 | 100'000 | 47'155 CHF | 24'917 CHF | 100.00% | 100.00% |
08.07.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 196'947 | 100'000 | 196'398 | 100'000 | 48'912 CHF | 25'906 CHF | 94.66% | 94.66% |
05.07.2024 | 3.61% | 0.24 CHF | 0.25 CHF | 197'123 | 100'000 | 184'987 | 100'000 | 50'439 CHF | 28'323 CHF | 94.63% | 94.63% |
04.07.2024 | 4.20% | 0.26 CHF | 0.27 CHF | 196'999 | 100'000 | 198'160 | 100'000 | 46'293 CHF | 24'363 CHF | 98.92% | 98.92% |
03.07.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 198'610 | 100'000 | 198'971 | 100'000 | 45'059 CHF | 23'648 CHF | 98.89% | 98.89% |
02.07.2024 | 5.49% | 0.21 CHF | 0.22 CHF | 200'000 | 100'000 | 201'423 | 100'000 | 35'912 CHF | 18'833 CHF | 98.91% | 98.91% |