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 | 4.59% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'311 CHF | 55'811 CHF | 99.39% | 99.39% |
12.07.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'554 | 250'554 | 51'682 CHF | 54'188 CHF | 99.04% | 99.04% |
11.07.2024 | 4.59% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 248'975 | 248'975 | 53'000 CHF | 55'490 CHF | 98.21% | 98.21% |
10.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 232'543 | 232'543 | 53'380 CHF | 55'706 CHF | 95.50% | 95.50% |
09.07.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'207 CHF | 55'207 CHF | 99.05% | 99.05% |
08.07.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'425 CHF | 55'425 CHF | 99.22% | 99.22% |
05.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'430 | 199'430 | 53'916 CHF | 55'911 CHF | 99.38% | 99.38% |
04.07.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 182'176 | 182'176 | 52'236 CHF | 54'058 CHF | 99.39% | 99.39% |
03.07.2024 | 3.11% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'475 CHF | 57'225 CHF | 98.63% | 98.63% |
02.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'928 CHF | 57'678 CHF | 99.05% | 99.05% |