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 | 3.63% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 189'099 | 100'000 | 51'192 CHF | 28'090 CHF | 99.75% | 99.75% |
12.07.2024 | 3.71% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 194'588 | 99'965 | 51'583 CHF | 27'528 CHF | 98.93% | 98.93% |
11.07.2024 | 4.16% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 198'589 | 99'069 | 50'251 CHF | 26'295 CHF | 97.80% | 97.80% |
10.07.2024 | 4.06% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 208'705 | 100'000 | 50'362 CHF | 25'161 CHF | 99.99% | 99.99% |
09.07.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 204'517 | 100'000 | 50'189 CHF | 25'552 CHF | 100.00% | 100.00% |
08.07.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 191'774 | 100'000 | 51'391 CHF | 27'819 CHF | 100.00% | 100.00% |
05.07.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 203'007 | 99'969 | 50'259 CHF | 25'762 CHF | 98.81% | 98.81% |
04.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 218'853 | 100'000 | 50'514 CHF | 24'115 CHF | 89.18% | 89.18% |
03.07.2024 | 4.67% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 240'588 | 100'000 | 50'309 CHF | 21'989 CHF | 99.42% | 99.42% |
02.07.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 254'119 | 100'000 | 50'275 CHF | 20'797 CHF | 99.91% | 99.91% |