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 | 3.08% | 0.32 CHF | 0.33 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 60'703 CHF | 62'603 CHF | 100.00% | 100.00% |
12.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 64'223 CHF | 66'123 CHF | 100.00% | 100.00% |
11.07.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 199'847 | 199'847 | 80'273 CHF | 82'273 CHF | 100.00% | 100.00% |
10.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'319 CHF | 84'319 CHF | 100.00% | 100.00% |
09.07.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 197'449 | 197'449 | 77'524 CHF | 79'498 CHF | 100.00% | 100.00% |
08.07.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 67'304 CHF | 69'204 CHF | 100.00% | 100.00% |
05.07.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 62'691 CHF | 64'591 CHF | 99.81% | 99.81% |
04.07.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 62'666 CHF | 64'566 CHF | 99.49% | 99.49% |
03.07.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 63'351 CHF | 65'251 CHF | 99.37% | 99.37% |
02.07.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 191'398 | 191'398 | 70'635 CHF | 72'549 CHF | 100.00% | 100.00% |