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 | 3.98% | 0.23 CHF | 0.24 CHF | 220'000 | 20'000 | 205'482 | 20'000 | 50'593 CHF | 5'130 CHF | 89.06% | 89.06% |
12.07.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 210'000 | 10'000 | 204'148 | 10'000 | 51'238 CHF | 2'622 CHF | 96.83% | 96.83% |
11.07.2024 | 3.80% | 0.28 CHF | 0.29 CHF | 180'000 | 20'000 | 197'481 | 20'000 | 50'958 CHF | 5'380 CHF | 99.08% | 99.08% |
10.07.2024 | 4.03% | 0.23 CHF | 0.24 CHF | 220'000 | 20'000 | 206'802 | 20'000 | 50'285 CHF | 5'070 CHF | 99.42% | 99.42% |
09.07.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 200'000 | 20'000 | 194'561 | 20'000 | 51'116 CHF | 5'460 CHF | 99.90% | 99.90% |
08.07.2024 | 3.55% | 0.26 CHF | 0.27 CHF | 200'000 | 10'000 | 184'029 | 10'000 | 50'976 CHF | 2'874 CHF | 100.00% | 100.00% |
05.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 180'000 | 20'000 | 180'368 | 20'000 | 51'423 CHF | 5'904 CHF | 98.86% | 98.86% |
04.07.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200'000 | 20'000 | 200'330 | 20'000 | 50'558 CHF | 5'248 CHF | 100.00% | 100.00% |
03.07.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 230'000 | 20'000 | 233'918 | 20'000 | 50'521 CHF | 4'522 CHF | 82.74% | 82.74% |
02.07.2024 | 5.31% | 0.20 CHF | 0.21 CHF | 250'000 | 20'000 | 275'819 | 20'000 | 50'581 CHF | 3'879 CHF | 98.40% | 98.40% |