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 | 3.91% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 208'464 | 208'464 | 52'200 CHF | 54'284 CHF | 100.00% | 100.00% |
12.07.2024 | 3.90% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 202'258 | 202'257 | 50'794 CHF | 52'816 CHF | 97.76% | 97.76% |
11.07.2024 | 3.53% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 194'499 | 194'499 | 54'056 CHF | 56'001 CHF | 86.49% | 86.49% |
10.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'255 CHF | 54'005 CHF | 99.77% | 99.77% |
09.07.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 181'522 | 181'525 | 52'466 CHF | 54'282 CHF | 100.00% | 100.00% |
08.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'918 CHF | 57'918 CHF | 98.99% | 98.99% |
05.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'151 CHF | 56'151 CHF | 100.00% | 100.00% |
04.07.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'262 | 199'263 | 54'745 CHF | 56'738 CHF | 98.16% | 98.16% |
03.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'394 CHF | 54'144 CHF | 100.00% | 100.00% |
02.07.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'204 CHF | 53'954 CHF | 100.00% | 100.00% |