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% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 188'155 | 100'000 | 51'121 CHF | 28'200 CHF | 99.66% | 99.66% |
12.07.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 196'808 | 100'000 | 51'767 CHF | 27'319 CHF | 99.01% | 99.01% |
11.07.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 199'564 | 100'000 | 49'454 CHF | 25'852 CHF | 81.88% | 81.88% |
10.07.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 207'211 | 100'000 | 200'666 | 100'000 | 50'318 CHF | 26'095 CHF | 94.18% | 94.18% |
09.07.2024 | 4.45% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 204'263 | 100'000 | 45'042 CHF | 23'048 CHF | 100.00% | 100.00% |
08.07.2024 | 5.07% | 0.21 CHF | 0.22 CHF | 202'793 | 100'000 | 201'377 | 100'000 | 38'750 CHF | 20'241 CHF | 100.00% | 100.00% |
05.07.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 202'093 | 100'000 | 202'207 | 100'000 | 39'108 CHF | 20'339 CHF | 98.98% | 98.98% |
04.07.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 204'325 | 100'000 | 204'523 | 100'000 | 43'676 CHF | 22'355 CHF | 100.00% | 100.00% |
03.07.2024 | 3.84% | 0.23 CHF | 0.24 CHF | 206'546 | 100'000 | 197'473 | 100'000 | 50'482 CHF | 26'636 CHF | 99.99% | 99.99% |
02.07.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 163'927 | 100'000 | 51'799 CHF | 32'662 CHF | 100.00% | 100.00% |