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 | 2.79% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 154'063 | 154'063 | 54'358 CHF | 55'899 CHF | 99.06% | 99.06% |
12.07.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 170'938 | 170'938 | 53'904 CHF | 55'614 CHF | 98.82% | 98.82% |
11.07.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 173'785 | 173'785 | 55'302 CHF | 57'040 CHF | 98.26% | 98.26% |
10.07.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'197 CHF | 54'947 CHF | 95.08% | 95.08% |
09.07.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 169'821 | 169'821 | 55'488 CHF | 57'186 CHF | 98.63% | 98.63% |
08.07.2024 | 3.71% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 195'203 | 195'203 | 51'708 CHF | 53'660 CHF | 98.99% | 98.99% |
05.07.2024 | 3.81% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 201'959 | 201'959 | 52'043 CHF | 54'063 CHF | 99.15% | 99.15% |
04.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'430 | 200'430 | 51'970 CHF | 53'974 CHF | 99.17% | 99.17% |
03.07.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 202'247 | 202'247 | 52'936 CHF | 54'959 CHF | 98.41% | 98.41% |
02.07.2024 | 4.24% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 230'738 | 230'739 | 53'252 CHF | 55'560 CHF | 98.82% | 98.82% |