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 | 4.87% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 258'464 | 258'464 | 51'818 CHF | 54'403 CHF | 100.00% | 100.00% |
12.07.2024 | 4.90% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 256'257 | 256'255 | 50'998 CHF | 53'560 CHF | 97.75% | 97.75% |
11.07.2024 | 4.30% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 231'288 | 231'288 | 52'627 CHF | 54'940 CHF | 86.49% | 86.49% |
10.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'000 CHF | 52'000 CHF | 99.76% | 99.76% |
09.07.2024 | 4.09% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 220'910 | 220'910 | 52'961 CHF | 55'170 CHF | 100.00% | 100.00% |
08.07.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 226'903 | 226'903 | 52'080 CHF | 54'349 CHF | 98.98% | 98.98% |
05.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 247'761 | 247'762 | 54'681 CHF | 57'159 CHF | 100.00% | 100.00% |
04.07.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 237'525 | 237'522 | 53'322 CHF | 55'696 CHF | 98.16% | 98.16% |
03.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'260 | 200'260 | 50'372 CHF | 52'374 CHF | 100.00% | 100.00% |
02.07.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 205'983 | 205'983 | 51'320 CHF | 53'380 CHF | 100.00% | 100.00% |