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% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'762 CHF | 54'762 CHF | 100.00% | 100.00% |
12.07.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'748 CHF | 55'748 CHF | 97.73% | 97.73% |
11.07.2024 | 4.09% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 222'154 | 222'157 | 53'143 CHF | 55'366 CHF | 77.82% | 77.82% |
10.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 247'575 | 247'577 | 54'698 CHF | 57'174 CHF | 99.78% | 99.78% |
09.07.2024 | 4.18% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 224'921 | 224'922 | 52'705 CHF | 54'954 CHF | 100.00% | 100.00% |
08.07.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 208'888 | 208'887 | 51'549 CHF | 53'637 CHF | 98.98% | 98.98% |
05.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'977 CHF | 53'977 CHF | 100.00% | 100.00% |
04.07.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'207 | 200'207 | 51'841 CHF | 53'843 CHF | 98.16% | 98.16% |
03.07.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'014 CHF | 55'264 CHF | 100.00% | 100.00% |
02.07.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 216'926 | 216'924 | 52'453 CHF | 54'621 CHF | 100.00% | 100.00% |