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 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'525 | 200'525 | 52'141 CHF | 54'146 CHF | 100.00% | 100.00% |
12.07.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 197'703 | 197'701 | 54'249 CHF | 56'225 CHF | 98.40% | 98.40% |
11.07.2024 | 3.74% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 199'318 | 199'316 | 52'363 CHF | 54'356 CHF | 99.49% | 99.49% |
10.07.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 211'700 | 211'701 | 52'014 CHF | 54'131 CHF | 99.79% | 99.79% |
09.07.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'382 CHF | 54'882 CHF | 100.00% | 100.00% |
08.07.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'182 CHF | 55'682 CHF | 98.99% | 98.99% |
05.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 240'753 | 240'753 | 53'999 CHF | 56'407 CHF | 100.00% | 100.00% |
04.07.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 234'455 | 234'456 | 52'826 CHF | 55'171 CHF | 98.15% | 98.15% |
03.07.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'440 | 250'440 | 52'593 CHF | 55'097 CHF | 100.00% | 100.00% |
02.07.2024 | 5.66% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 301'007 | 301'009 | 51'645 CHF | 54'655 CHF | 100.00% | 100.00% |