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 | 4.09% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 210'352 | 100'000 | 50'377 CHF | 24'965 CHF | 99.76% | 99.76% |
12.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 201'040 | 99'965 | 50'652 CHF | 26'199 CHF | 98.93% | 98.93% |
11.07.2024 | 3.96% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 191'414 | 99'065 | 50'958 CHF | 27'428 CHF | 97.31% | 97.31% |
10.07.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 180'094 | 100'000 | 51'269 CHF | 29'505 CHF | 99.99% | 99.99% |
09.07.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 179'050 | 100'000 | 51'700 CHF | 29'880 CHF | 100.00% | 100.00% |
08.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 173'321 | 100'000 | 51'625 CHF | 30'805 CHF | 100.00% | 100.00% |
05.07.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 179'990 | 99'969 | 51'209 CHF | 29'443 CHF | 98.92% | 98.92% |
04.07.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 179'122 | 100'000 | 51'600 CHF | 29'823 CHF | 97.07% | 97.07% |
03.07.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 176'902 | 100'000 | 51'687 CHF | 30'233 CHF | 99.42% | 99.42% |
02.07.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 163'132 | 100'000 | 52'227 CHF | 33'038 CHF | 100.00% | 100.00% |