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 | 4.68% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 251'985 | 251'985 | 52'573 CHF | 55'093 CHF | 100.00% | 100.00% |
12.07.2024 | 4.38% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 239'956 | 239'957 | 53'526 CHF | 55'926 CHF | 98.46% | 98.46% |
11.07.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 234'418 | 234'415 | 53'163 CHF | 55'507 CHF | 98.85% | 98.85% |
10.07.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 222'079 | 222'079 | 52'045 CHF | 54'266 CHF | 99.78% | 99.78% |
09.07.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 218'010 | 218'010 | 52'899 CHF | 55'079 CHF | 100.00% | 100.00% |
08.07.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 225'234 | 225'234 | 53'729 CHF | 55'982 CHF | 98.99% | 98.99% |
05.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 227'052 | 227'053 | 52'187 CHF | 54'458 CHF | 100.00% | 100.00% |
04.07.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 221'156 | 221'157 | 53'207 CHF | 55'419 CHF | 98.17% | 98.17% |
03.07.2024 | 3.67% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'549 CHF | 55'549 CHF | 100.00% | 100.00% |
02.07.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 179'364 | 179'364 | 51'670 CHF | 53'463 CHF | 100.00% | 100.00% |