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 | 2.81% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 199'448 | 199'448 | 70'082 CHF | 72'076 CHF | 100.00% | 100.00% |
12.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 70'984 CHF | 72'975 CHF | 99.99% | 99.99% |
11.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 199'091 | 199'091 | 72'407 CHF | 74'399 CHF | 99.99% | 99.99% |
10.07.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 73'388 CHF | 75'379 CHF | 100.00% | 100.00% |
09.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 199'374 | 199'374 | 73'556 CHF | 75'549 CHF | 99.99% | 99.99% |
08.07.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 197'942 | 197'942 | 82'862 CHF | 84'842 CHF | 99.75% | 99.75% |
05.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 195'000 | 195'000 | 194'479 | 194'479 | 87'329 CHF | 89'274 CHF | 100.00% | 100.00% |
04.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 89'641 CHF | 91'583 CHF | 100.00% | 100.00% |
03.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 195'000 | 195'000 | 194'266 | 194'266 | 85'080 CHF | 87'023 CHF | 99.38% | 99.38% |
02.07.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 205'000 | 205'000 | 201'234 | 201'234 | 71'265 CHF | 73'277 CHF | 100.00% | 100.00% |