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 | 4.39% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 227'011 | 50'000 | 50'595 CHF | 11'650 CHF | 99.71% | 99.71% |
12.07.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 221'658 | 50'000 | 50'600 CHF | 11'917 CHF | 99.01% | 99.01% |
11.07.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 217'396 | 50'000 | 50'548 CHF | 12'130 CHF | 99.09% | 99.09% |
10.07.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 224'861 | 50'000 | 50'600 CHF | 11'757 CHF | 100.00% | 100.00% |
09.07.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 225'330 | 50'000 | 50'592 CHF | 11'734 CHF | 100.00% | 100.00% |
08.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 225'397 | 50'000 | 50'600 CHF | 11'730 CHF | 99.68% | 99.68% |
05.07.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 222'557 | 50'000 | 50'595 CHF | 11'872 CHF | 98.98% | 98.98% |
04.07.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 242'474 | 50'000 | 50'299 CHF | 10'876 CHF | 100.00% | 100.00% |
03.07.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 246'161 | 50'000 | 50'152 CHF | 10'692 CHF | 100.00% | 100.00% |
02.07.2024 | 5.20% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 270'843 | 50'000 | 50'695 CHF | 9'873 CHF | 99.80% | 99.80% |