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 | 3.61% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'601 | 199'601 | 54'255 CHF | 56'251 CHF | 100.00% | 100.00% |
12.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 196'224 | 196'224 | 55'181 CHF | 57'143 CHF | 99.67% | 99.67% |
11.07.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'753 CHF | 56'753 CHF | 98.91% | 98.91% |
10.07.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 204'603 | 204'603 | 52'475 CHF | 54'521 CHF | 96.08% | 96.08% |
09.07.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 205'497 | 205'497 | 50'885 CHF | 52'940 CHF | 99.65% | 99.65% |
08.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 197'386 | 197'386 | 55'155 CHF | 57'128 CHF | 99.85% | 99.85% |
05.07.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 192'198 | 192'198 | 53'943 CHF | 55'865 CHF | 100.00% | 100.00% |
04.07.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 179'422 | 179'422 | 52'189 CHF | 53'983 CHF | 100.00% | 100.00% |
03.07.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 191'871 | 191'871 | 53'836 CHF | 55'755 CHF | 99.24% | 99.24% |
02.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 202'422 | 202'421 | 51'106 CHF | 53'130 CHF | 99.67% | 99.67% |