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 | 3.81% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 199'766 | 100'000 | 51'406 CHF | 26'734 CHF | 99.75% | 99.75% |
12.07.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 199'720 | 99'965 | 50'678 CHF | 26'373 CHF | 98.93% | 98.93% |
11.07.2024 | 4.38% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 209'214 | 99'069 | 50'212 CHF | 25'019 CHF | 97.77% | 97.77% |
10.07.2024 | 4.28% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 220'834 | 100'000 | 50'544 CHF | 23'917 CHF | 99.99% | 99.99% |
09.07.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 217'871 | 100'000 | 50'552 CHF | 24'213 CHF | 100.00% | 100.00% |
08.07.2024 | 3.85% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 199'739 | 100'000 | 50'875 CHF | 26'480 CHF | 100.00% | 100.00% |
05.07.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 214'998 | 99'972 | 50'476 CHF | 24'487 CHF | 98.88% | 98.88% |
04.07.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 235'162 | 100'000 | 50'527 CHF | 22'520 CHF | 97.76% | 97.76% |
03.07.2024 | 5.00% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 260'865 | 100'000 | 50'849 CHF | 20'582 CHF | 99.42% | 99.42% |
02.07.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 275'745 | 100'000 | 50'784 CHF | 19'426 CHF | 99.99% | 99.99% |