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 | 4.00% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 218'102 | 218'103 | 53'460 CHF | 55'641 CHF | 100.00% | 100.00% |
12.07.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 206'055 | 206'053 | 52'220 CHF | 54'280 CHF | 97.76% | 97.76% |
11.07.2024 | 4.65% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 251'679 | 251'680 | 52'859 CHF | 55'376 CHF | 86.52% | 86.52% |
10.07.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 52'069 CHF | 54'819 CHF | 99.79% | 99.79% |
09.07.2024 | 4.85% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 254'089 | 254'089 | 51'181 CHF | 53'721 CHF | 100.00% | 100.00% |
08.07.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 248'096 | 248'096 | 54'379 CHF | 56'860 CHF | 98.98% | 98.98% |
05.07.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'366 CHF | 55'616 CHF | 100.00% | 100.00% |
04.07.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 227'865 | 227'867 | 53'276 CHF | 55'555 CHF | 98.17% | 98.17% |
03.07.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'814 CHF | 53'314 CHF | 100.00% | 100.00% |
02.07.2024 | 4.62% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'879 CHF | 55'379 CHF | 100.00% | 100.00% |