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 | 4.05% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 217'568 | 217'568 | 52'572 CHF | 54'748 CHF | 99.39% | 99.39% |
12.07.2024 | 3.93% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 205'345 | 205'345 | 51'193 CHF | 53'247 CHF | 99.06% | 99.06% |
11.07.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 190'144 | 190'144 | 53'472 CHF | 55'373 CHF | 98.42% | 98.42% |
10.07.2024 | 3.02% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 166'010 | 166'010 | 54'085 CHF | 55'745 CHF | 95.43% | 95.43% |
09.07.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 176'572 | 176'572 | 53'422 CHF | 55'187 CHF | 99.05% | 99.05% |
08.07.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 178'417 | 178'417 | 51'886 CHF | 53'670 CHF | 99.22% | 99.22% |
05.07.2024 | 3.58% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 194'350 | 194'350 | 53'269 CHF | 55'212 CHF | 99.38% | 99.38% |
04.07.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 188'574 | 188'574 | 53'268 CHF | 55'154 CHF | 99.38% | 99.38% |
03.07.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'616 | 174'616 | 53'232 CHF | 54'978 CHF | 98.62% | 98.62% |
02.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'509 | 150'509 | 53'066 CHF | 54'571 CHF | 99.04% | 99.04% |