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 | 2.69% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 199'448 | 199'448 | 73'202 CHF | 75'196 CHF | 99.95% | 99.95% |
12.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 72'400 CHF | 74'392 CHF | 100.00% | 100.00% |
11.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 199'092 | 199'092 | 70'809 CHF | 72'801 CHF | 99.99% | 99.99% |
10.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 69'471 CHF | 71'463 CHF | 100.00% | 100.00% |
09.07.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 199'374 | 199'374 | 69'949 CHF | 71'943 CHF | 100.00% | 100.00% |
08.07.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 197'947 | 197'947 | 59'636 CHF | 61'616 CHF | 100.00% | 100.00% |
05.07.2024 | 3.59% | 0.30 CHF | 0.31 CHF | 195'000 | 195'000 | 194'479 | 194'479 | 53'405 CHF | 55'350 CHF | 100.00% | 100.00% |
04.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 50'880 CHF | 52'822 CHF | 100.00% | 100.00% |
03.07.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 195'000 | 195'000 | 194'266 | 194'266 | 55'363 CHF | 57'305 CHF | 99.38% | 99.38% |
02.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 205'000 | 205'000 | 201'232 | 201'232 | 73'567 CHF | 75'579 CHF | 99.99% | 99.99% |