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 | 3.90% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'500 CHF | 52'500 CHF | 100.00% | 100.00% |
12.07.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'026 CHF | 59'026 CHF | 99.96% | 99.96% |
11.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'646 CHF | 67'646 CHF | 98.62% | 98.62% |
10.07.2024 | 2.13% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'898 CHF | 94'898 CHF | 96.17% | 96.17% |
09.07.2024 | 2.24% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 88'468 CHF | 90'468 CHF | 99.64% | 99.64% |
08.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'788 CHF | 99'788 CHF | 100.00% | 100.00% |
05.07.2024 | 2.10% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 94'378 CHF | 96'378 CHF | 100.00% | 100.00% |
04.07.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'457 CHF | 101'457 CHF | 100.00% | 100.00% |
03.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'960 CHF | 108'960 CHF | 99.32% | 99.32% |
02.07.2024 | 1.62% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 122'709 CHF | 124'709 CHF | 99.49% | 99.49% |