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 | 3.99% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 203'989 | 75'000 | 50'153 CHF | 19'201 CHF | 99.71% | 99.71% |
12.07.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 226'999 | 75'000 | 50'598 CHF | 17'475 CHF | 99.01% | 99.01% |
11.07.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 225'753 | 75'000 | 50'599 CHF | 17'569 CHF | 99.09% | 99.09% |
10.07.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 227'551 | 75'000 | 50'594 CHF | 17'434 CHF | 100.00% | 100.00% |
09.07.2024 | 4.54% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 234'371 | 100'000 | 50'509 CHF | 22'563 CHF | 100.00% | 100.00% |
08.07.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 232'014 | 100'000 | 50'560 CHF | 22'799 CHF | 100.00% | 100.00% |
05.07.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 237'198 | 100'000 | 50'456 CHF | 22'280 CHF | 98.98% | 98.98% |
04.07.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 244'824 | 100'000 | 50'208 CHF | 21'518 CHF | 100.00% | 100.00% |
03.07.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 247'633 | 100'000 | 50'095 CHF | 21'237 CHF | 100.00% | 100.00% |
02.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 267'645 | 100'000 | 50'971 CHF | 20'069 CHF | 100.00% | 100.00% |