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 | 4.86% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 99'189 | 99'189 | 21'146 CHF | 22'142 CHF | 98.97% | 98.97% |
12.07.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 104'661 | 104'661 | 24'842 CHF | 25'893 CHF | 100.00% | 100.00% |
11.07.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 260'000 | 260'000 | 100'385 | 100'385 | 24'598 CHF | 25'611 CHF | 99.83% | 99.83% |
10.07.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 103'464 | 103'464 | 26'005 CHF | 27'047 CHF | 99.92% | 99.92% |
09.07.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 98'264 | 98'264 | 22'975 CHF | 23'964 CHF | 99.64% | 99.64% |
08.07.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 104'793 | 104'793 | 27'324 CHF | 28'378 CHF | 99.93% | 99.93% |
05.07.2024 | 3.52% | 0.30 CHF | 0.31 CHF | 270'000 | 270'000 | 108'126 | 108'126 | 31'019 CHF | 32'103 CHF | 99.71% | 99.71% |
04.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 80'000 | 80'000 | 69'283 | 69'283 | 20'099 CHF | 20'792 CHF | 98.71% | 98.71% |
03.07.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 270'000 | 270'000 | 109'194 | 109'194 | 33'266 CHF | 34'363 CHF | 98.78% | 98.78% |
02.07.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 270'000 | 270'000 | 108'290 | 108'290 | 35'752 CHF | 36'840 CHF | 100.00% | 100.00% |