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 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 203'998 | 203'998 | 52'672 CHF | 54'712 CHF | 100.00% | 100.00% |
12.07.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 220'861 | 220'861 | 52'610 CHF | 54'819 CHF | 99.68% | 99.68% |
11.07.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 239'565 | 239'565 | 53'600 CHF | 55'996 CHF | 91.56% | 91.56% |
10.07.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 237'195 | 237'195 | 53'375 CHF | 55'746 CHF | 96.07% | 96.07% |
09.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 238'066 | 238'066 | 53'396 CHF | 55'776 CHF | 99.66% | 99.66% |
08.07.2024 | 4.76% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 253'654 | 253'654 | 52'108 CHF | 54'644 CHF | 99.84% | 99.84% |
05.07.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 247'557 | 247'557 | 54'213 CHF | 56'688 CHF | 100.00% | 100.00% |
04.07.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 222'578 | 222'577 | 52'481 CHF | 54'707 CHF | 100.00% | 100.00% |
03.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'263 | 200'263 | 51'080 CHF | 53'082 CHF | 99.23% | 99.23% |
02.07.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 180'150 | 180'150 | 52'363 CHF | 54'165 CHF | 99.65% | 99.65% |