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 | 4.45% | 0.23 CHF | 0.24 CHF | 235'000 | 235'000 | 234'827 | 234'827 | 51'600 CHF | 53'949 CHF | 100.00% | 100.00% |
12.07.2024 | 4.45% | 0.24 CHF | 0.25 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 51'937 CHF | 54'300 CHF | 99.99% | 99.99% |
11.07.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 240'000 | 240'000 | 238'852 | 238'852 | 48'136 CHF | 50'526 CHF | 99.77% | 99.77% |
10.07.2024 | 5.58% | 0.20 CHF | 0.21 CHF | 240'000 | 240'000 | 241'791 | 241'791 | 42'379 CHF | 44'797 CHF | 99.58% | 99.58% |
09.07.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 240'000 | 240'000 | 239'375 | 239'375 | 45'441 CHF | 47'835 CHF | 99.81% | 99.81% |
08.07.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 47'644 CHF | 50'034 CHF | 99.99% | 99.99% |
05.07.2024 | 4.53% | 0.20 CHF | 0.21 CHF | 240'000 | 240'000 | 238'560 | 238'560 | 51'614 CHF | 53'999 CHF | 99.67% | 99.67% |
04.07.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 240'000 | 240'000 | 238'843 | 238'843 | 50'676 CHF | 53'064 CHF | 99.40% | 99.40% |
03.07.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 240'000 | 240'000 | 238'998 | 238'998 | 47'499 CHF | 49'889 CHF | 98.80% | 98.80% |
02.07.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 245'000 | 245'000 | 243'988 | 243'988 | 40'561 CHF | 43'000 CHF | 99.98% | 99.98% |