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 | 4.28% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 232'514 | 232'514 | 53'173 CHF | 55'498 CHF | 99.39% | 99.39% |
12.07.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'704 CHF | 53'704 CHF | 99.08% | 99.08% |
11.07.2024 | 4.10% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 217'874 | 217'874 | 52'047 CHF | 54'226 CHF | 97.93% | 97.93% |
10.07.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 241'943 | 241'943 | 53'948 CHF | 56'367 CHF | 95.47% | 95.47% |
09.07.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 238'166 | 238'166 | 52'881 CHF | 55'263 CHF | 99.05% | 99.05% |
08.07.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 224'206 | 224'206 | 52'795 CHF | 55'037 CHF | 99.24% | 99.24% |
05.07.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 239'911 | 239'912 | 53'676 CHF | 56'075 CHF | 99.39% | 99.39% |
04.07.2024 | 5.12% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 271'870 | 271'870 | 51'740 CHF | 54'459 CHF | 99.39% | 99.39% |
03.07.2024 | 6.65% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 361'264 | 361'264 | 52'495 CHF | 56'108 CHF | 98.64% | 98.64% |
02.07.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 376'541 | 376'541 | 52'332 CHF | 56'097 CHF | 99.05% | 99.05% |