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 | 3.30% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'162 CHF | 53'912 CHF | 99.06% | 99.06% |
12.07.2024 | 3.70% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 195'441 | 195'441 | 51'861 CHF | 53'816 CHF | 98.81% | 98.81% |
11.07.2024 | 2.99% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 156'972 | 156'972 | 51'733 CHF | 53'302 CHF | 96.69% | 96.69% |
10.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'217 | 175'211 | 53'803 CHF | 55'554 CHF | 95.14% | 95.14% |
09.07.2024 | 3.28% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 177'779 | 177'782 | 53'338 CHF | 55'116 CHF | 98.69% | 98.69% |
08.07.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'473 | 175'473 | 55'330 CHF | 57'084 CHF | 98.59% | 98.59% |
05.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'155 CHF | 56'155 CHF | 99.17% | 99.17% |
04.07.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'516 | 200'516 | 54'110 CHF | 56'115 CHF | 99.18% | 99.18% |
03.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 241'155 | 241'154 | 54'074 CHF | 56'485 CHF | 98.44% | 98.44% |
02.07.2024 | 5.04% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 267'896 | 267'896 | 51'807 CHF | 54'486 CHF | 98.86% | 98.86% |