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 | 5.06% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 267'940 | 267'940 | 51'570 CHF | 54'249 CHF | 99.39% | 99.39% |
12.07.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 256'068 | 256'068 | 52'241 CHF | 54'802 CHF | 99.09% | 99.09% |
11.07.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 236'180 | 236'180 | 53'267 CHF | 55'629 CHF | 97.27% | 97.27% |
10.07.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 208'082 | 208'082 | 51'372 CHF | 53'453 CHF | 95.46% | 95.46% |
09.07.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 218'228 | 218'228 | 52'751 CHF | 54'933 CHF | 99.05% | 99.05% |
08.07.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 224'899 | 224'899 | 52'727 CHF | 54'976 CHF | 99.23% | 99.23% |
05.07.2024 | 4.12% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 220'654 | 220'654 | 52'421 CHF | 54'628 CHF | 99.39% | 99.39% |
04.07.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 202'540 | 202'540 | 51'171 CHF | 53'196 CHF | 99.39% | 99.39% |
03.07.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 192'698 | 192'698 | 52'575 CHF | 54'502 CHF | 98.62% | 98.62% |
02.07.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'070 | 175'070 | 54'652 CHF | 56'403 CHF | 99.05% | 99.05% |