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 | 4.25% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 230'165 | 230'165 | 52'990 CHF | 55'292 CHF | 100.00% | 100.00% |
12.07.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 236'919 | 236'921 | 53'245 CHF | 55'615 CHF | 98.40% | 98.40% |
11.07.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 203'600 | 203'599 | 53'042 CHF | 55'078 CHF | 98.87% | 98.87% |
10.07.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'478 | 199'477 | 53'845 CHF | 55'839 CHF | 99.79% | 99.79% |
09.07.2024 | 3.64% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'010 CHF | 56'010 CHF | 100.00% | 100.00% |
08.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'148 | 203'148 | 50'780 CHF | 52'812 CHF | 98.99% | 98.99% |
05.07.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 213'289 | 213'288 | 52'172 CHF | 54'305 CHF | 100.00% | 100.00% |
04.07.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'001 CHF | 53'001 CHF | 98.16% | 98.16% |
03.07.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 198'217 | 198'215 | 54'488 CHF | 56'469 CHF | 100.00% | 100.00% |
02.07.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'741 | 175'740 | 52'263 CHF | 54'020 CHF | 100.00% | 100.00% |