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 | 4.07% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 221'724 | 221'724 | 53'313 CHF | 55'530 CHF | 100.00% | 100.00% |
12.07.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 226'395 | 226'396 | 53'154 CHF | 55'418 CHF | 99.77% | 99.77% |
11.07.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 233'396 | 233'396 | 52'018 CHF | 54'352 CHF | 100.00% | 100.00% |
10.07.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'560 CHF | 55'060 CHF | 94.69% | 94.69% |
09.07.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'874 CHF | 54'374 CHF | 99.67% | 99.67% |
08.07.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'490 | 251'490 | 51'656 CHF | 54'171 CHF | 100.00% | 100.00% |
05.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 247'915 | 247'915 | 54'611 CHF | 57'090 CHF | 100.00% | 100.00% |
04.07.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 243'671 | 243'671 | 53'960 CHF | 56'396 CHF | 100.00% | 100.00% |
03.07.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 241'734 | 241'734 | 53'858 CHF | 56'275 CHF | 99.31% | 99.31% |
02.07.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'259 CHF | 53'759 CHF | 99.60% | 99.60% |