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 | 3.56% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 195'827 | 195'827 | 54'007 CHF | 55'965 CHF | 100.00% | 100.00% |
12.07.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 201'610 | 201'610 | 52'153 CHF | 54'169 CHF | 99.68% | 99.68% |
11.07.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 212'748 | 212'748 | 52'165 CHF | 54'292 CHF | 97.11% | 97.11% |
10.07.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 212'466 | 212'466 | 52'054 CHF | 54'179 CHF | 96.08% | 96.08% |
09.07.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 212'549 | 212'549 | 52'076 CHF | 54'202 CHF | 99.66% | 99.66% |
08.07.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 233'318 | 233'318 | 53'088 CHF | 55'421 CHF | 99.84% | 99.84% |
05.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 222'557 | 222'557 | 53'456 CHF | 55'682 CHF | 100.00% | 100.00% |
04.07.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'746 CHF | 52'746 CHF | 100.00% | 100.00% |
03.07.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 198'783 | 198'783 | 54'208 CHF | 56'196 CHF | 99.23% | 99.23% |
02.07.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'863 CHF | 55'613 CHF | 99.66% | 99.66% |