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 | 3.51% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 197'136 | 197'136 | 55'192 CHF | 57'164 CHF | 100.00% | 100.00% |
12.07.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 185'064 | 185'064 | 52'872 CHF | 54'723 CHF | 99.97% | 99.97% |
11.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 189'685 | 189'685 | 53'773 CHF | 55'670 CHF | 97.45% | 97.45% |
10.07.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'858 CHF | 55'858 CHF | 96.17% | 96.17% |
09.07.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'992 CHF | 53'992 CHF | 99.64% | 99.64% |
08.07.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 179'688 | 179'688 | 52'384 CHF | 54'181 CHF | 100.00% | 100.00% |
05.07.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 186'033 | 186'033 | 53'344 CHF | 55'204 CHF | 100.00% | 100.00% |
04.07.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'491 | 175'491 | 52'314 CHF | 54'069 CHF | 100.00% | 100.00% |
03.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'483 CHF | 57'483 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |