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 | 3.80% | 0.27 CHF | 0.28 CHF | 370'000 | 370'000 | 168'185 | 168'185 | 44'471 CHF | 46'160 CHF | 99.80% | 99.80% |
12.07.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 370'000 | 370'000 | 169'272 | 169'272 | 43'940 CHF | 45'640 CHF | 99.95% | 99.95% |
11.07.2024 | 4.13% | 0.26 CHF | 0.27 CHF | 390'000 | 390'000 | 173'600 | 173'600 | 43'660 CHF | 45'403 CHF | 99.44% | 99.44% |
10.07.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 400'000 | 400'000 | 176'302 | 176'302 | 42'208 CHF | 43'979 CHF | 99.97% | 99.97% |
09.07.2024 | 4.17% | 0.25 CHF | 0.26 CHF | 390'000 | 390'000 | 174'441 | 174'441 | 42'118 CHF | 43'873 CHF | 99.99% | 99.99% |
08.07.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 390'000 | 390'000 | 171'954 | 171'954 | 42'913 CHF | 44'641 CHF | 99.82% | 99.82% |
05.07.2024 | 4.02% | 0.26 CHF | 0.27 CHF | 380'000 | 380'000 | 172'620 | 172'620 | 43'312 CHF | 45'045 CHF | 99.70% | 99.70% |
04.07.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 124'860 | 124'860 | 31'944 CHF | 33'192 CHF | 100.00% | 100.00% |
03.07.2024 | 4.11% | 0.26 CHF | 0.27 CHF | 390'000 | 390'000 | 174'565 | 174'565 | 42'951 CHF | 44'704 CHF | 99.80% | 99.80% |
02.07.2024 | 4.35% | 0.24 CHF | 0.25 CHF | 400'000 | 400'000 | 183'301 | 183'301 | 43'270 CHF | 45'111 CHF | 99.65% | 99.65% |