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 | 3.65% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'448 | 199'448 | 53'784 CHF | 55'778 CHF | 99.98% | 99.98% |
12.07.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 52'961 CHF | 54'952 CHF | 100.00% | 100.00% |
11.07.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'092 | 199'092 | 51'307 CHF | 53'300 CHF | 100.00% | 100.00% |
10.07.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 50'222 CHF | 52'214 CHF | 100.00% | 100.00% |
09.07.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 199'375 | 199'375 | 50'566 CHF | 52'560 CHF | 100.00% | 100.00% |
08.07.2024 | 4.78% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 197'947 | 197'947 | 40'467 CHF | 42'446 CHF | 100.00% | 100.00% |
05.07.2024 | 5.52% | 0.20 CHF | 0.21 CHF | 195'000 | 195'000 | 194'479 | 194'479 | 34'526 CHF | 36'471 CHF | 100.00% | 100.00% |
04.07.2024 | 5.89% | 0.17 CHF | 0.18 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 32'001 CHF | 33'943 CHF | 100.00% | 100.00% |
03.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 195'000 | 195'000 | 194'266 | 194'266 | 36'514 CHF | 38'456 CHF | 99.38% | 99.38% |
02.07.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 205'000 | 205'000 | 201'233 | 201'233 | 54'174 CHF | 56'186 CHF | 100.00% | 100.00% |