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 | 4.24% | 0.24 CHF | 0.25 CHF | 189'856 | 75'000 | 189'492 | 75'000 | 43'714 CHF | 18'052 CHF | 99.72% | 99.72% |
12.07.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 190'032 | 75'000 | 191'045 | 75'000 | 46'107 CHF | 18'850 CHF | 99.01% | 99.01% |
11.07.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 191'189 | 75'000 | 193'619 | 75'000 | 50'230 CHF | 20'208 CHF | 93.60% | 93.60% |
10.07.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 180'467 | 75'000 | 50'453 CHF | 21'720 CHF | 100.00% | 100.00% |
09.07.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 170'288 | 75'000 | 51'421 CHF | 23'399 CHF | 100.00% | 100.00% |
08.07.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 160'874 | 75'000 | 51'893 CHF | 24'948 CHF | 100.00% | 100.00% |
05.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 160'000 | 75'000 | 51'346 CHF | 24'819 CHF | 98.98% | 98.98% |
04.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'000 | 75'000 | 52'276 CHF | 25'255 CHF | 100.00% | 100.00% |
03.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'000 | 75'000 | 52'800 CHF | 25'500 CHF | 100.00% | 100.00% |
02.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 159'475 | 75'000 | 52'705 CHF | 25'539 CHF | 100.00% | 100.00% |