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 | 4.68% | 0.21 CHF | 0.22 CHF | 235'000 | 235'000 | 234'829 | 234'829 | 49'042 CHF | 51'390 CHF | 100.00% | 100.00% |
12.07.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 235'000 | 235'000 | 236'274 | 236'274 | 49'550 CHF | 51'913 CHF | 100.00% | 100.00% |
11.07.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 240'000 | 240'000 | 238'823 | 238'823 | 54'355 CHF | 56'746 CHF | 100.00% | 100.00% |
10.07.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 240'000 | 240'000 | 241'797 | 241'797 | 61'210 CHF | 63'628 CHF | 100.00% | 100.00% |
09.07.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 56'997 CHF | 59'391 CHF | 100.00% | 100.00% |
08.07.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 240'000 | 240'000 | 239'008 | 239'008 | 54'796 CHF | 57'186 CHF | 99.77% | 99.77% |
05.07.2024 | 4.57% | 0.23 CHF | 0.24 CHF | 240'000 | 240'000 | 238'560 | 238'560 | 51'127 CHF | 53'512 CHF | 99.63% | 99.63% |
04.07.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 240'000 | 240'000 | 238'844 | 238'844 | 52'247 CHF | 54'635 CHF | 99.48% | 99.48% |
03.07.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 240'000 | 240'000 | 238'994 | 238'994 | 55'512 CHF | 57'902 CHF | 98.39% | 98.39% |
02.07.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 245'000 | 245'000 | 243'988 | 243'988 | 64'356 CHF | 66'796 CHF | 100.00% | 100.00% |