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 | 3.70% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 195'819 | 195'819 | 52'038 CHF | 53'996 CHF | 100.00% | 100.00% |
12.07.2024 | 4.97% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 263'661 | 263'661 | 51'696 CHF | 54'332 CHF | 99.68% | 99.68% |
11.07.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 216'574 | 216'574 | 52'460 CHF | 54'626 CHF | 98.30% | 98.30% |
10.07.2024 | 3.54% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 193'856 | 193'856 | 53'731 CHF | 55'670 CHF | 96.09% | 96.09% |
09.07.2024 | 3.69% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'176 CHF | 55'176 CHF | 99.65% | 99.65% |
08.07.2024 | 4.15% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 224'832 | 224'832 | 52'990 CHF | 55'238 CHF | 99.85% | 99.85% |
05.07.2024 | 5.01% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 266'930 | 266'930 | 51'906 CHF | 54'575 CHF | 100.00% | 100.00% |
04.07.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'362 CHF | 55'862 CHF | 100.00% | 100.00% |
03.07.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 240'886 | 240'886 | 54'117 CHF | 56'526 CHF | 99.24% | 99.24% |
02.07.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 233'348 | 233'348 | 54'049 CHF | 56'382 CHF | 99.66% | 99.66% |