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 | 2.64% | 0.38 CHF | 0.39 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 71'105 CHF | 73'005 CHF | 100.00% | 100.00% |
12.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 74'594 CHF | 76'494 CHF | 100.00% | 100.00% |
11.07.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 199'850 | 199'850 | 91'562 CHF | 93'562 CHF | 100.00% | 100.00% |
10.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'447 CHF | 95'447 CHF | 99.99% | 99.99% |
09.07.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 197'450 | 197'450 | 88'400 CHF | 90'374 CHF | 100.00% | 100.00% |
08.07.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 77'923 CHF | 79'823 CHF | 100.00% | 100.00% |
05.07.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 73'319 CHF | 75'219 CHF | 99.82% | 99.82% |
04.07.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 72'903 CHF | 74'803 CHF | 99.50% | 99.50% |
03.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 73'876 CHF | 75'776 CHF | 99.36% | 99.36% |
02.07.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 191'399 | 191'399 | 81'134 CHF | 83'048 CHF | 100.00% | 100.00% |