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 | 4.01% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 205'659 | 50'000 | 50'226 CHF | 12'717 CHF | 99.72% | 99.72% |
12.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 209'855 | 50'000 | 50'394 CHF | 12'507 CHF | 99.01% | 99.01% |
11.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 205'733 | 50'000 | 50'245 CHF | 12'717 CHF | 98.64% | 98.64% |
10.07.2024 | 4.50% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 186'076 | 47'050 | 45'152 CHF | 11'916 CHF | 100.00% | 100.00% |
09.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 51'204 CHF | 13'301 CHF | 100.00% | 100.00% |
08.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 50'244 CHF | 13'061 CHF | 100.00% | 100.00% |
05.07.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 193'273 | 50'000 | 51'525 CHF | 13'836 CHF | 98.98% | 98.98% |
04.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 189'780 | 50'000 | 51'280 CHF | 14'011 CHF | 100.00% | 100.00% |
03.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 51'603 CHF | 13'401 CHF | 100.00% | 100.00% |
02.07.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 50'510 CHF | 13'128 CHF | 100.00% | 100.00% |