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 | 3.71% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 198'016 | 198'016 | 52'451 CHF | 54'431 CHF | 100.00% | 100.00% |
12.07.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 208'722 | 208'722 | 51'555 CHF | 53'643 CHF | 98.45% | 98.45% |
11.07.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 203'514 | 203'513 | 51'568 CHF | 53'603 CHF | 97.41% | 97.41% |
10.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 205'742 | 205'741 | 50'607 CHF | 52'664 CHF | 99.79% | 99.79% |
09.07.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'305 CHF | 55'555 CHF | 100.00% | 100.00% |
08.07.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 202'872 | 202'872 | 51'604 CHF | 53'632 CHF | 98.99% | 98.99% |
05.07.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 197'948 | 197'947 | 54'118 CHF | 56'098 CHF | 100.00% | 100.00% |
04.07.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 201'756 | 201'756 | 51'942 CHF | 53'960 CHF | 98.16% | 98.16% |
03.07.2024 | 4.24% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 51'934 CHF | 54'184 CHF | 100.00% | 100.00% |
02.07.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 246'973 | 246'975 | 53'160 CHF | 55'630 CHF | 100.00% | 100.00% |