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 | 3.57% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 193'760 | 193'760 | 53'307 CHF | 55'245 CHF | 99.06% | 99.06% |
12.07.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 202'580 | 202'580 | 51'236 CHF | 53'261 CHF | 98.78% | 98.78% |
11.07.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 225'000 | 225'000 | 202'298 | 202'298 | 53'894 CHF | 55'917 CHF | 97.49% | 97.49% |
10.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'801 | 199'801 | 52'043 CHF | 54'041 CHF | 95.09% | 95.09% |
09.07.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 194'571 | 194'571 | 55'032 CHF | 56'978 CHF | 98.69% | 98.69% |
08.07.2024 | 4.24% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 234'881 | 234'881 | 54'172 CHF | 56'521 CHF | 98.98% | 98.98% |
05.07.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 246'861 | 246'861 | 54'325 CHF | 56'793 CHF | 99.18% | 99.18% |
04.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 55'000 CHF | 57'500 CHF | 99.18% | 99.18% |
03.07.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 230'414 | 230'414 | 52'464 CHF | 54'768 CHF | 98.43% | 98.43% |
02.07.2024 | 4.82% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 253'504 | 253'505 | 51'372 CHF | 53'907 CHF | 98.84% | 98.84% |