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 | 3.72% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 202'190 | 202'190 | 53'428 CHF | 55'450 CHF | 100.00% | 100.00% |
12.07.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'246 | 175'246 | 54'781 CHF | 56'534 CHF | 99.68% | 99.68% |
11.07.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'616 CHF | 55'616 CHF | 98.31% | 98.31% |
10.07.2024 | 3.98% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 208'588 | 208'588 | 51'376 CHF | 53'462 CHF | 96.07% | 96.07% |
09.07.2024 | 3.90% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 203'138 | 203'138 | 51'054 CHF | 53'086 CHF | 99.66% | 99.66% |
08.07.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 194'501 | 194'501 | 53'288 CHF | 55'233 CHF | 99.83% | 99.83% |
05.07.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'604 CHF | 57'354 CHF | 100.00% | 100.00% |
04.07.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'934 CHF | 53'684 CHF | 100.00% | 100.00% |
03.07.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 181'258 | 181'258 | 52'359 CHF | 54'172 CHF | 99.23% | 99.23% |
02.07.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 186'379 | 186'379 | 53'652 CHF | 55'516 CHF | 99.66% | 99.66% |