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 | 4.13% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 219'485 | 219'485 | 52'033 CHF | 54'228 CHF | 100.00% | 100.00% |
12.07.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 177'596 | 177'596 | 52'163 CHF | 53'938 CHF | 99.68% | 99.68% |
11.07.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 211'703 | 211'703 | 51'822 CHF | 53'939 CHF | 99.29% | 99.29% |
10.07.2024 | 4.49% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 245'750 | 245'750 | 53'573 CHF | 56'031 CHF | 96.08% | 96.08% |
09.07.2024 | 4.35% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 236'681 | 236'681 | 53'136 CHF | 55'503 CHF | 99.66% | 99.66% |
08.07.2024 | 3.91% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 206'981 | 206'981 | 51'954 CHF | 54'024 CHF | 99.84% | 99.84% |
05.07.2024 | 3.26% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 179'059 | 179'059 | 54'076 CHF | 55'866 CHF | 100.00% | 100.00% |
04.07.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 197'658 | 197'658 | 54'798 CHF | 56'775 CHF | 100.00% | 100.00% |
03.07.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'841 CHF | 55'841 CHF | 99.23% | 99.23% |
02.07.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'393 | 199'393 | 53'434 CHF | 55'428 CHF | 99.66% | 99.66% |