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 | 5.16% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 278'262 | 278'262 | 52'518 CHF | 55'300 CHF | 100.00% | 100.00% |
12.07.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 287'106 | 287'106 | 53'168 CHF | 56'040 CHF | 99.66% | 99.66% |
11.07.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 256'854 | 256'854 | 50'696 CHF | 53'265 CHF | 98.79% | 98.79% |
10.07.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'693 CHF | 55'193 CHF | 96.09% | 96.09% |
09.07.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 247'126 | 247'126 | 54'118 CHF | 56'590 CHF | 99.65% | 99.65% |
08.07.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 270'309 | 270'309 | 51'797 CHF | 54'500 CHF | 99.85% | 99.85% |
05.07.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 267'783 | 267'783 | 51'593 CHF | 54'270 CHF | 100.00% | 100.00% |
04.07.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 278'548 | 278'548 | 52'498 CHF | 55'283 CHF | 100.00% | 100.00% |
03.07.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'097 CHF | 52'597 CHF | 99.24% | 99.24% |
02.07.2024 | 4.22% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 229'041 | 229'041 | 53'159 CHF | 55'450 CHF | 99.67% | 99.67% |