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 | 4.42% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 246'448 | 246'448 | 54'474 CHF | 56'938 CHF | 100.00% | 100.00% |
12.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 247'427 | 247'427 | 54'660 CHF | 57'134 CHF | 99.98% | 99.98% |
11.07.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 239'356 | 239'356 | 53'565 CHF | 55'959 CHF | 98.61% | 98.61% |
10.07.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 220'730 | 220'730 | 52'064 CHF | 54'271 CHF | 96.17% | 96.17% |
09.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 215'047 | 215'047 | 52'463 CHF | 54'613 CHF | 99.64% | 99.64% |
08.07.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 248'870 | 248'870 | 53'252 CHF | 55'741 CHF | 100.00% | 100.00% |
05.07.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 233'283 | 233'283 | 53'080 CHF | 55'413 CHF | 100.00% | 100.00% |
04.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 238'037 | 238'037 | 53'341 CHF | 55'721 CHF | 100.00% | 100.00% |
03.07.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 208'413 | 208'413 | 51'531 CHF | 53'615 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |