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 | 3.93% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 203'637 | 203'637 | 50'741 CHF | 52'777 CHF | 100.00% | 100.00% |
12.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 213'113 | 213'113 | 52'076 CHF | 54'207 CHF | 99.77% | 99.77% |
11.07.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 227'603 | 227'603 | 53'605 CHF | 55'881 CHF | 100.00% | 100.00% |
10.07.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 235'520 | 235'520 | 53'340 CHF | 55'696 CHF | 94.69% | 94.69% |
09.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 239'048 | 239'048 | 53'556 CHF | 55'947 CHF | 99.67% | 99.67% |
08.07.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 232'476 | 232'476 | 52'746 CHF | 55'071 CHF | 100.00% | 100.00% |
05.07.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'436 CHF | 55'686 CHF | 100.00% | 100.00% |
04.07.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 222'964 | 222'964 | 52'898 CHF | 55'128 CHF | 100.00% | 100.00% |
03.07.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 224'476 | 224'476 | 53'860 CHF | 56'105 CHF | 99.31% | 99.31% |
02.07.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 238'559 | 238'559 | 53'636 CHF | 56'022 CHF | 99.61% | 99.61% |