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 | 4.34% | 0.25 CHF | 0.26 CHF | 490'000 | 490'000 | 194'197 | 194'197 | 46'124 CHF | 48'075 CHF | 98.97% | 98.97% |
12.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 490'000 | 490'000 | 202'174 | 202'174 | 52'188 CHF | 54'218 CHF | 100.00% | 100.00% |
11.07.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 510'000 | 510'000 | 197'247 | 197'247 | 52'055 CHF | 54'044 CHF | 99.83% | 99.83% |
10.07.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 500'000 | 500'000 | 201'597 | 201'597 | 54'463 CHF | 56'493 CHF | 99.92% | 99.92% |
09.07.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 490'000 | 490'000 | 192'777 | 192'777 | 48'874 CHF | 50'814 CHF | 99.63% | 99.63% |
08.07.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 203'542 | 203'542 | 56'417 CHF | 58'464 CHF | 99.93% | 99.93% |
05.07.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 540'000 | 540'000 | 209'934 | 209'934 | 62'934 CHF | 65'041 CHF | 99.71% | 99.71% |
04.07.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 160'000 | 160'000 | 133'199 | 133'199 | 40'035 CHF | 41'367 CHF | 98.71% | 98.71% |
03.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 530'000 | 530'000 | 212'455 | 212'455 | 66'504 CHF | 68'638 CHF | 98.78% | 98.78% |
02.07.2024 | 3.00% | 0.31 CHF | 0.32 CHF | 530'000 | 530'000 | 211'803 | 211'803 | 70'308 CHF | 72'436 CHF | 99.99% | 99.99% |