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 | 3.91% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 199'448 | 199'448 | 50'180 CHF | 52'174 CHF | 100.00% | 100.00% |
12.07.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 51'208 CHF | 53'200 CHF | 100.00% | 100.00% |
11.07.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'099 | 199'099 | 52'617 CHF | 54'609 CHF | 99.99% | 99.99% |
10.07.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 53'717 CHF | 55'709 CHF | 100.00% | 100.00% |
09.07.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'374 | 199'374 | 53'400 CHF | 55'394 CHF | 100.00% | 100.00% |
08.07.2024 | 3.08% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 197'947 | 197'947 | 63'278 CHF | 65'258 CHF | 100.00% | 100.00% |
05.07.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 195'000 | 195'000 | 194'479 | 194'479 | 68'020 CHF | 69'964 CHF | 99.99% | 99.99% |
04.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 70'469 CHF | 72'411 CHF | 100.00% | 100.00% |
03.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 195'000 | 195'000 | 194'266 | 194'266 | 65'781 CHF | 67'724 CHF | 99.38% | 99.38% |
02.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 205'000 | 205'000 | 201'232 | 201'232 | 51'338 CHF | 53'350 CHF | 100.00% | 100.00% |