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 | 3.38% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 182'975 | 182'975 | 53'220 CHF | 55'050 CHF | 99.39% | 99.39% |
12.07.2024 | 3.75% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 199'449 | 199'449 | 52'242 CHF | 54'237 CHF | 99.07% | 99.07% |
11.07.2024 | 4.47% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 246'404 | 246'404 | 53'978 CHF | 56'442 CHF | 98.43% | 98.43% |
10.07.2024 | 4.93% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 261'044 | 261'044 | 51'614 CHF | 54'224 CHF | 95.47% | 95.47% |
09.07.2024 | 4.92% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 265'534 | 265'534 | 52'636 CHF | 55'291 CHF | 99.04% | 99.04% |
08.07.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 213'441 | 213'441 | 52'300 CHF | 54'435 CHF | 99.24% | 99.24% |
05.07.2024 | 3.62% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 199'335 | 199'335 | 54'103 CHF | 56'097 CHF | 99.39% | 99.39% |
04.07.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 207'287 | 207'287 | 51'110 CHF | 53'183 CHF | 99.38% | 99.38% |
03.07.2024 | 4.23% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 227'467 | 227'468 | 52'655 CHF | 54'930 CHF | 98.63% | 98.63% |
02.07.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 237'385 | 237'385 | 53'119 CHF | 55'493 CHF | 99.06% | 99.06% |