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 | 4.21% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 226'006 | 226'006 | 52'581 CHF | 54'841 CHF | 99.05% | 99.05% |
12.07.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'474 CHF | 56'474 CHF | 98.80% | 98.80% |
11.07.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'382 CHF | 56'382 CHF | 97.26% | 97.26% |
10.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'821 | 199'821 | 54'119 CHF | 56'117 CHF | 95.13% | 95.13% |
09.07.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 179'962 | 179'962 | 52'760 CHF | 54'559 CHF | 98.69% | 98.69% |
08.07.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'736 | 174'736 | 54'148 CHF | 55'895 CHF | 98.58% | 98.58% |
05.07.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'449 CHF | 54'949 CHF | 99.17% | 99.17% |
04.07.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'300 CHF | 55'800 CHF | 99.17% | 99.17% |
03.07.2024 | 3.07% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 172'617 | 172'617 | 55'406 CHF | 57'132 CHF | 98.43% | 98.43% |
02.07.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 165'085 | 165'085 | 54'856 CHF | 56'507 CHF | 98.82% | 98.82% |