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 | 3.45% | 0.28 CHF | 0.29 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 65'301 CHF | 67'592 CHF | 100.00% | 100.00% |
12.07.2024 | 3.47% | 0.30 CHF | 0.31 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 64'868 CHF | 67'159 CHF | 100.00% | 100.00% |
11.07.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 230'000 | 230'000 | 228'900 | 228'900 | 59'715 CHF | 62'006 CHF | 99.99% | 99.99% |
10.07.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 230'000 | 230'000 | 238'945 | 238'945 | 57'748 CHF | 60'137 CHF | 100.00% | 100.00% |
09.07.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 56'830 CHF | 59'221 CHF | 100.00% | 100.00% |
08.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 240'000 | 240'000 | 238'662 | 238'662 | 60'102 CHF | 62'489 CHF | 100.00% | 100.00% |
05.07.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 240'000 | 240'000 | 238'803 | 238'803 | 58'971 CHF | 61'359 CHF | 100.00% | 100.00% |
04.07.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 58'737 CHF | 61'128 CHF | 100.00% | 100.00% |
03.07.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 53'060 CHF | 55'450 CHF | 100.00% | 100.00% |
02.07.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 50'219 CHF | 52'610 CHF | 99.99% | 99.99% |