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 | 3.32% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 178'642 | 178'642 | 52'967 CHF | 54'753 CHF | 100.00% | 100.00% |
12.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'768 CHF | 53'518 CHF | 97.74% | 97.74% |
11.07.2024 | 3.07% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 169'988 | 169'986 | 54'409 CHF | 56'108 CHF | 94.92% | 94.92% |
10.07.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'009 CHF | 52'509 CHF | 99.79% | 99.79% |
09.07.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 163'628 | 163'630 | 54'638 CHF | 56'274 CHF | 100.00% | 100.00% |
08.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'661 CHF | 58'411 CHF | 98.99% | 98.99% |
05.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'002 CHF | 57'752 CHF | 100.00% | 100.00% |
04.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'791 | 174'791 | 56'105 CHF | 57'853 CHF | 98.16% | 98.16% |
03.07.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'992 CHF | 53'492 CHF | 100.00% | 100.00% |
02.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'381 CHF | 52'881 CHF | 100.00% | 100.00% |