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 | 4.08% | 0.23 CHF | 0.24 CHF | 250'000 | 50'000 | 250'000 | 50'001 | 60'136 CHF | 12'527 CHF | 95.92% | 95.92% |
12.07.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 250'000 | 50'000 | 250'000 | 52'342 | 54'440 CHF | 11'880 CHF | 99.38% | 99.38% |
11.07.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 49'941 CHF | 15'732 CHF | 99.38% | 99.38% |
10.07.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 250'000 | 72'350 | 51'376 CHF | 15'580 CHF | 99.37% | 99.37% |
09.07.2024 | 4.43% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 250'000 | 58'520 | 55'234 CHF | 13'420 CHF | 99.37% | 99.37% |
08.07.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 61'584 CHF | 12'817 CHF | 99.38% | 99.38% |
05.07.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 250'000 | 50'000 | 250'000 | 50'320 | 56'902 CHF | 11'951 CHF | 99.37% | 99.37% |
04.07.2024 | 4.46% | 0.23 CHF | 0.24 CHF | 250'000 | 50'000 | 250'000 | 66'015 | 54'797 CHF | 15'119 CHF | 98.59% | 98.59% |
03.07.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 250'000 | 75'000 | 250'000 | 67'291 | 53'523 CHF | 14'919 CHF | 99.37% | 99.37% |
02.07.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 250'000 | 50'000 | 250'000 | 52'753 | 57'338 CHF | 12'601 CHF | 99.38% | 99.38% |