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 | 4.07% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 220'835 | 220'835 | 53'084 CHF | 55'292 CHF | 100.00% | 100.00% |
12.07.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 205'644 | 205'644 | 50'956 CHF | 53'013 CHF | 99.97% | 99.97% |
11.07.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 207'935 | 207'935 | 51'284 CHF | 53'364 CHF | 83.50% | 83.50% |
10.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 230'348 | 230'348 | 53'151 CHF | 55'455 CHF | 96.18% | 96.18% |
09.07.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 240'710 | 240'710 | 52'881 CHF | 55'288 CHF | 99.64% | 99.64% |
08.07.2024 | 3.82% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'672 | 200'672 | 51'631 CHF | 53'637 CHF | 100.00% | 100.00% |
05.07.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 205'309 | 205'309 | 51'936 CHF | 53'990 CHF | 100.00% | 100.00% |
04.07.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'490 | 200'490 | 53'268 CHF | 55'273 CHF | 100.00% | 100.00% |
03.07.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 219'239 | 219'239 | 52'953 CHF | 55'145 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |