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 | 4.47% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 240'963 | 240'963 | 52'678 CHF | 55'087 CHF | 99.39% | 99.39% |
12.07.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'212 | 249'212 | 53'276 CHF | 55'768 CHF | 99.06% | 99.06% |
11.07.2024 | 4.23% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 231'428 | 231'428 | 53'590 CHF | 55'904 CHF | 98.22% | 98.22% |
10.07.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'762 CHF | 53'762 CHF | 95.48% | 95.48% |
09.07.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 221'586 | 221'586 | 53'630 CHF | 55'845 CHF | 99.05% | 99.05% |
08.07.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 226'051 | 226'051 | 52'261 CHF | 54'522 CHF | 99.22% | 99.22% |
05.07.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 244'991 | 244'991 | 54'349 CHF | 56'799 CHF | 99.39% | 99.39% |
04.07.2024 | 4.20% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 224'688 | 224'688 | 52'334 CHF | 54'581 CHF | 99.39% | 99.39% |
03.07.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 214'890 | 214'889 | 52'387 CHF | 54'535 CHF | 98.62% | 98.62% |
02.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'231 | 200'231 | 50'298 CHF | 52'300 CHF | 99.05% | 99.05% |