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 | 5.60% | 0.17 CHF | 0.18 CHF | 225'000 | 225'000 | 236'291 | 236'291 | 41'039 CHF | 43'402 CHF | 100.00% | 100.00% |
12.07.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 232'100 | 232'100 | 229'659 | 229'659 | 39'220 CHF | 41'516 CHF | 100.00% | 100.00% |
11.07.2024 | 5.62% | 0.18 CHF | 0.19 CHF | 244'900 | 244'900 | 242'619 | 242'619 | 41'982 CHF | 44'408 CHF | 100.00% | 100.00% |
10.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 217'777 | 217'777 | 37'013 CHF | 39'190 CHF | 100.00% | 100.00% |
09.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 213'400 | 213'400 | 213'400 | 213'400 | 40'578 CHF | 42'712 CHF | 100.00% | 100.00% |
08.07.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 213'200 | 213'200 | 213'200 | 213'200 | 38'747 CHF | 40'879 CHF | 100.00% | 100.00% |
05.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'227 CHF | 41'227 CHF | 100.00% | 100.00% |
04.07.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 181'500 | 181'500 | 181'500 | 181'500 | 37'432 CHF | 39'247 CHF | 100.00% | 100.00% |
03.07.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 186'900 | 186'900 | 184'918 | 184'918 | 40'002 CHF | 41'851 CHF | 100.00% | 100.00% |
02.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 178'700 | 178'700 | 178'700 | 178'700 | 41'353 CHF | 43'140 CHF | 100.00% | 100.00% |