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 | 4.90% | 0.21 CHF | 0.22 CHF | 420'000 | 420'000 | 189'199 | 189'199 | 38'605 CHF | 40'505 CHF | 99.92% | 99.92% |
12.07.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 430'000 | 430'000 | 190'864 | 190'864 | 38'125 CHF | 40'042 CHF | 100.00% | 100.00% |
11.07.2024 | 5.37% | 0.20 CHF | 0.21 CHF | 440'000 | 440'000 | 200'913 | 200'913 | 38'743 CHF | 40'761 CHF | 100.00% | 100.00% |
10.07.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 450'000 | 450'000 | 202'889 | 202'889 | 36'999 CHF | 39'037 CHF | 99.99% | 99.99% |
09.07.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 450'000 | 450'000 | 202'642 | 202'642 | 37'385 CHF | 39'423 CHF | 99.97% | 99.97% |
08.07.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 440'000 | 440'000 | 193'037 | 193'037 | 36'946 CHF | 38'887 CHF | 99.94% | 99.94% |
05.07.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 430'000 | 430'000 | 195'434 | 195'434 | 37'696 CHF | 39'657 CHF | 99.81% | 99.81% |
04.07.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 180'000 | 180'000 | 142'782 | 142'782 | 28'166 CHF | 29'594 CHF | 100.00% | 100.00% |
03.07.2024 | 5.34% | 0.19 CHF | 0.20 CHF | 450'000 | 450'000 | 202'740 | 202'740 | 38'168 CHF | 40'204 CHF | 99.93% | 99.93% |
02.07.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 470'000 | 470'000 | 209'630 | 209'630 | 37'690 CHF | 39'797 CHF | 99.88% | 99.88% |