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 | 3.47% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 192'292 | 192'293 | 54'436 CHF | 56'359 CHF | 100.00% | 100.00% |
12.07.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 185'227 | 185'227 | 53'259 CHF | 55'111 CHF | 99.67% | 99.67% |
11.07.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'908 CHF | 56'908 CHF | 98.79% | 98.79% |
10.07.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 202'601 | 202'600 | 51'940 CHF | 53'966 CHF | 96.06% | 96.06% |
09.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 214'052 | 214'052 | 52'677 CHF | 54'817 CHF | 99.65% | 99.65% |
08.07.2024 | 3.19% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 175'736 | 175'736 | 54'200 CHF | 55'957 CHF | 99.83% | 99.83% |
05.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'054 CHF | 55'804 CHF | 100.00% | 100.00% |
04.07.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'151 | 175'151 | 55'491 CHF | 57'242 CHF | 100.00% | 100.00% |
03.07.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 198'630 | 198'630 | 54'515 CHF | 56'501 CHF | 99.23% | 99.23% |
02.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 227'549 | 227'549 | 52'723 CHF | 54'999 CHF | 99.66% | 99.66% |