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 | 4.15% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'112 CHF | 55'362 CHF | 100.00% | 100.00% |
12.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 219'757 | 219'757 | 53'147 CHF | 55'344 CHF | 99.68% | 99.68% |
11.07.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 201'931 | 201'931 | 50'405 CHF | 52'424 CHF | 90.42% | 90.42% |
10.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 218'132 | 218'132 | 52'319 CHF | 54'501 CHF | 96.10% | 96.10% |
09.07.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 227'112 | 227'112 | 52'826 CHF | 55'097 CHF | 99.66% | 99.66% |
08.07.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'396 CHF | 54'896 CHF | 99.84% | 99.84% |
05.07.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'608 CHF | 53'108 CHF | 100.00% | 100.00% |
04.07.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'922 CHF | 57'422 CHF | 100.00% | 100.00% |
03.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 241'263 | 241'263 | 54'111 CHF | 56'524 CHF | 99.25% | 99.25% |
02.07.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'219 CHF | 56'219 CHF | 99.62% | 99.62% |