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 | 4.24% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 231'101 | 231'101 | 53'400 CHF | 55'712 CHF | 100.00% | 100.00% |
12.07.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'690 | 251'690 | 52'448 CHF | 54'965 CHF | 99.69% | 99.69% |
11.07.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 277'395 | 277'395 | 52'320 CHF | 55'094 CHF | 99.08% | 99.08% |
10.07.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 263'277 | 263'277 | 51'198 CHF | 53'831 CHF | 96.08% | 96.08% |
09.07.2024 | 5.13% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 275'602 | 275'602 | 52'265 CHF | 55'021 CHF | 99.65% | 99.65% |
08.07.2024 | 5.76% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 309'067 | 309'067 | 52'199 CHF | 55'290 CHF | 99.84% | 99.84% |
05.07.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 287'633 | 287'633 | 52'924 CHF | 55'800 CHF | 100.00% | 100.00% |
04.07.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'992 CHF | 53'492 CHF | 100.00% | 100.00% |
03.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 239'139 | 239'139 | 53'646 CHF | 56'037 CHF | 99.23% | 99.23% |
02.07.2024 | 3.67% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'472 CHF | 55'472 CHF | 99.66% | 99.66% |