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 | 4.58% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'371 CHF | 55'871 CHF | 100.00% | 100.00% |
12.07.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'092 CHF | 54'592 CHF | 99.68% | 99.68% |
11.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 239'546 | 239'546 | 53'666 CHF | 56'061 CHF | 98.79% | 98.79% |
10.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 219'958 | 219'958 | 53'229 CHF | 55'428 CHF | 96.06% | 96.06% |
09.07.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 211'790 | 211'790 | 51'933 CHF | 54'051 CHF | 99.65% | 99.65% |
08.07.2024 | 4.79% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 252'053 | 252'053 | 51'349 CHF | 53'870 CHF | 99.85% | 99.85% |
05.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 51'936 CHF | 54'186 CHF | 100.00% | 100.00% |
04.07.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 232'128 | 232'128 | 53'024 CHF | 55'345 CHF | 100.00% | 100.00% |
03.07.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'056 | 200'056 | 50'865 CHF | 52'866 CHF | 99.23% | 99.23% |
02.07.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'064 | 175'064 | 52'725 CHF | 54'476 CHF | 99.66% | 99.66% |