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 | 4.24% | 0.21 CHF | 0.22 CHF | 237'911 | 75'000 | 218'474 | 75'000 | 50'446 CHF | 18'101 CHF | 59.56% | 59.56% |
12.07.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 217'417 | 75'000 | 50'528 CHF | 18'191 CHF | 92.52% | 92.52% |
11.07.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 214'142 | 75'000 | 222'441 | 75'000 | 48'190 CHF | 17'005 CHF | 91.55% | 91.55% |
10.07.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 237'608 | 75'000 | 237'075 | 75'000 | 46'035 CHF | 15'323 CHF | 100.00% | 100.00% |
09.07.2024 | 4.25% | 0.21 CHF | 0.22 CHF | 221'870 | 75'000 | 212'297 | 75'000 | 48'982 CHF | 18'070 CHF | 89.90% | 89.90% |
08.07.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 205'912 | 75'000 | 49'313 CHF | 18'743 CHF | 57.97% | 57.97% |
05.07.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 215'634 | 75'000 | 211'442 | 75'000 | 49'890 CHF | 18'466 CHF | 89.05% | 89.05% |
04.07.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 209'708 | 75'000 | 211'076 | 75'000 | 50'255 CHF | 18'613 CHF | 66.17% | 66.17% |
03.07.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 219'056 | 75'000 | 50'250 CHF | 17'972 CHF | 79.59% | 79.59% |
02.07.2024 | 5.03% | 0.22 CHF | 0.23 CHF | 237'959 | 75'000 | 251'917 | 75'000 | 48'866 CHF | 15'317 CHF | 79.02% | 79.02% |