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 | 3.19% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 169'855 | 75'000 | 52'433 CHF | 23'904 CHF | 98.02% | 98.02% |
12.07.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 172'117 | 75'000 | 51'299 CHF | 23'111 CHF | 99.01% | 99.01% |
11.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 180'659 | 75'000 | 50'618 CHF | 21'776 CHF | 95.30% | 95.30% |
10.07.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 196'833 | 75'000 | 51'174 CHF | 20'249 CHF | 98.92% | 98.92% |
09.07.2024 | 4.12% | 0.25 CHF | 0.26 CHF | 198'810 | 75'000 | 200'705 | 75'000 | 47'722 CHF | 18'584 CHF | 98.17% | 98.17% |
08.07.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 202'929 | 75'000 | 202'916 | 75'000 | 43'541 CHF | 16'843 CHF | 100.00% | 100.00% |
05.07.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 203'496 | 75'000 | 203'274 | 75'000 | 44'534 CHF | 17'181 CHF | 98.98% | 98.98% |
04.07.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 204'070 | 75'000 | 204'543 | 75'000 | 43'622 CHF | 16'745 CHF | 100.00% | 100.00% |
03.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 206'682 | 75'000 | 206'682 | 75'000 | 43'403 CHF | 16'500 CHF | 100.00% | 100.00% |
02.07.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 206'430 | 75'000 | 206'394 | 75'000 | 43'234 CHF | 16'461 CHF | 100.00% | 100.00% |