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 | 4.15% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 223'099 | 223'099 | 52'631 CHF | 54'862 CHF | 99.00% | 99.00% |
12.07.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 245'410 | 245'410 | 53'471 CHF | 55'925 CHF | 98.82% | 98.82% |
11.07.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 229'465 | 229'465 | 52'389 CHF | 54'683 CHF | 90.71% | 90.71% |
10.07.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 238'632 | 238'632 | 54'009 CHF | 56'395 CHF | 95.07% | 95.07% |
09.07.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 216'741 | 216'742 | 53'021 CHF | 55'188 CHF | 98.63% | 98.63% |
08.07.2024 | 4.87% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 259'488 | 259'488 | 52'052 CHF | 54'647 CHF | 99.00% | 99.00% |
05.07.2024 | 4.98% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 259'944 | 259'944 | 50'870 CHF | 53'470 CHF | 99.18% | 99.18% |
04.07.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 253'582 | 253'582 | 50'375 CHF | 52'910 CHF | 99.18% | 99.18% |
03.07.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 255'156 | 255'156 | 50'731 CHF | 53'282 CHF | 98.44% | 98.44% |
02.07.2024 | 5.51% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 291'104 | 291'104 | 51'417 CHF | 54'328 CHF | 98.74% | 98.74% |