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 | 4.49% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 241'845 | 241'845 | 52'744 CHF | 55'163 CHF | 100.00% | 100.00% |
12.07.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 198'285 | 198'285 | 53'201 CHF | 55'184 CHF | 99.67% | 99.67% |
11.07.2024 | 4.33% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 234'675 | 234'675 | 53'030 CHF | 55'377 CHF | 99.03% | 99.03% |
10.07.2024 | 4.75% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 253'247 | 253'247 | 52'139 CHF | 54'672 CHF | 96.09% | 96.09% |
09.07.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'544 CHF | 55'044 CHF | 99.66% | 99.66% |
08.07.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 226'217 | 226'217 | 52'258 CHF | 54'520 CHF | 99.83% | 99.83% |
05.07.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 198'962 | 198'962 | 54'455 CHF | 56'445 CHF | 100.00% | 100.00% |
04.07.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 201'581 | 201'581 | 51'178 CHF | 53'193 CHF | 100.00% | 100.00% |
03.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 211'355 | 211'355 | 51'969 CHF | 54'083 CHF | 99.23% | 99.23% |
02.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 213'461 | 213'461 | 52'502 CHF | 54'637 CHF | 99.66% | 99.66% |