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 | 3.48% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 189'685 | 189'685 | 53'513 CHF | 55'410 CHF | 100.00% | 100.00% |
12.07.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 182'948 | 182'948 | 52'448 CHF | 54'277 CHF | 99.67% | 99.67% |
11.07.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'432 CHF | 56'182 CHF | 99.44% | 99.44% |
10.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 164'547 | 164'547 | 55'027 CHF | 56'673 CHF | 96.07% | 96.07% |
09.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 157'300 | 157'300 | 53'286 CHF | 54'859 CHF | 99.66% | 99.66% |
08.07.2024 | 3.27% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'645 CHF | 54'395 CHF | 99.84% | 99.84% |
05.07.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'260 | 175'260 | 52'769 CHF | 54'522 CHF | 100.00% | 100.00% |
04.07.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 174'926 | 174'926 | 52'822 CHF | 54'571 CHF | 100.00% | 100.00% |
03.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 164'694 | 164'694 | 55'088 CHF | 56'735 CHF | 99.24% | 99.24% |
02.07.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'935 CHF | 56'435 CHF | 99.67% | 99.67% |