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 | 4.01% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 210'694 | 210'694 | 51'508 CHF | 53'615 CHF | 99.05% | 99.05% |
12.07.2024 | 3.36% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 180'212 | 180'212 | 52'777 CHF | 54'579 CHF | 98.84% | 98.84% |
11.07.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'244 CHF | 54'244 CHF | 89.76% | 89.76% |
10.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 198'241 | 198'241 | 55'828 CHF | 57'810 CHF | 95.10% | 95.10% |
09.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 197'460 | 197'460 | 55'242 CHF | 57'217 CHF | 98.69% | 98.69% |
08.07.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 195'704 | 195'704 | 53'171 CHF | 55'128 CHF | 98.57% | 98.57% |
05.07.2024 | 3.00% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 158'356 | 158'355 | 52'054 CHF | 53'638 CHF | 99.17% | 99.17% |
04.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 156'338 | 156'338 | 52'827 CHF | 54'390 CHF | 99.17% | 99.17% |
03.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 154'823 | 154'823 | 52'296 CHF | 53'844 CHF | 98.44% | 98.44% |
02.07.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 154'602 | 154'601 | 53'917 CHF | 55'463 CHF | 98.76% | 98.76% |