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 | 3.89% | 0.24 CHF | 0.25 CHF | 197'959 | 25'000 | 193'580 | 25'000 | 48'830 CHF | 6'559 CHF | 99.71% | 99.71% |
12.07.2024 | 3.90% | 0.27 CHF | 0.28 CHF | 190'468 | 25'000 | 193'856 | 25'000 | 48'716 CHF | 6'534 CHF | 89.26% | 89.26% |
11.07.2024 | 4.08% | 0.26 CHF | 0.27 CHF | 192'501 | 25'000 | 199'544 | 25'000 | 47'933 CHF | 6'260 CHF | 98.43% | 98.43% |
10.07.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 212'269 | 25'000 | 212'059 | 25'000 | 47'553 CHF | 5'856 CHF | 100.00% | 100.00% |
09.07.2024 | 4.11% | 0.22 CHF | 0.23 CHF | 210'443 | 25'000 | 201'215 | 25'000 | 47'977 CHF | 6'219 CHF | 97.01% | 97.01% |
08.07.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 199'426 | 25'000 | 199'521 | 25'000 | 48'539 CHF | 6'332 CHF | 94.05% | 94.05% |
05.07.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 195'817 | 25'000 | 49'658 CHF | 6'590 CHF | 98.98% | 98.98% |
04.07.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 195'646 | 25'000 | 194'494 | 25'000 | 50'169 CHF | 6'699 CHF | 100.00% | 100.00% |
03.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 196'551 | 25'000 | 200'975 | 25'000 | 49'185 CHF | 6'369 CHF | 93.67% | 93.67% |
02.07.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 208'665 | 25'000 | 213'893 | 25'000 | 47'928 CHF | 5'852 CHF | 98.27% | 98.27% |