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 | 4.08% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 209'762 | 50'000 | 50'393 CHF | 12'535 CHF | 99.76% | 99.76% |
12.07.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 218'218 | 49'990 | 50'544 CHF | 12'084 CHF | 97.74% | 97.74% |
11.07.2024 | 5.47% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 203'678 | 47'574 | 47'753 CHF | 11'691 CHF | 96.83% | 96.83% |
10.07.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 215'127 | 50'000 | 50'484 CHF | 12'244 CHF | 100.00% | 100.00% |
09.07.2024 | 4.10% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 210'499 | 50'000 | 50'337 CHF | 12'483 CHF | 100.00% | 100.00% |
08.07.2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 194'312 | 50'000 | 51'395 CHF | 13'733 CHF | 100.00% | 100.00% |
05.07.2024 | 3.66% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 192'436 | 49'983 | 51'771 CHF | 13'987 CHF | 90.82% | 90.82% |
04.07.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 192'921 | 50'000 | 51'453 CHF | 13'841 CHF | 94.81% | 94.81% |
03.07.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 205'218 | 50'000 | 50'557 CHF | 12'831 CHF | 98.07% | 98.07% |
02.07.2024 | 4.23% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 218'750 | 50'000 | 50'619 CHF | 12'113 CHF | 99.99% | 99.99% |