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 | 4.87% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'800 | 250'800 | 50'273 CHF | 52'781 CHF | 100.00% | 100.00% |
12.07.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 264'320 | 264'320 | 51'257 CHF | 53'901 CHF | 99.68% | 99.68% |
11.07.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 281'869 | 281'869 | 51'759 CHF | 54'578 CHF | 98.56% | 98.56% |
10.07.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'318 | 300'318 | 52'028 CHF | 55'031 CHF | 96.09% | 96.09% |
09.07.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 280'706 | 280'706 | 52'630 CHF | 55'438 CHF | 99.64% | 99.64% |
08.07.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'132 | 249'132 | 51'196 CHF | 53'688 CHF | 99.85% | 99.85% |
05.07.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 215'895 | 215'895 | 52'531 CHF | 54'690 CHF | 100.00% | 100.00% |
04.07.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'858 CHF | 52'858 CHF | 100.00% | 100.00% |
03.07.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 215'004 | 215'004 | 52'415 CHF | 54'565 CHF | 99.24% | 99.24% |
02.07.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 225'198 | 225'198 | 53'105 CHF | 55'356 CHF | 99.67% | 99.67% |