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 | 4.72% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'708 | 251'708 | 52'067 CHF | 54'584 CHF | 99.38% | 99.38% |
12.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 279'850 | 279'850 | 52'552 CHF | 55'351 CHF | 99.08% | 99.08% |
11.07.2024 | 4.84% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 256'713 | 256'713 | 51'714 CHF | 54'281 CHF | 98.53% | 98.53% |
10.07.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'344 CHF | 55'844 CHF | 95.46% | 95.46% |
09.07.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 242'724 | 242'724 | 53'004 CHF | 55'432 CHF | 99.06% | 99.06% |
08.07.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'233 CHF | 54'733 CHF | 99.23% | 99.23% |
05.07.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 247'855 | 247'855 | 54'341 CHF | 56'819 CHF | 99.39% | 99.39% |
04.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 219'387 | 219'387 | 52'609 CHF | 54'802 CHF | 99.39% | 99.39% |
03.07.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 184'109 | 184'109 | 52'344 CHF | 54'185 CHF | 98.63% | 98.63% |
02.07.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'050 CHF | 52'800 CHF | 99.05% | 99.05% |