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 | 4.36% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 242'550 | 242'550 | 54'392 CHF | 56'817 CHF | 99.39% | 99.39% |
12.07.2024 | 4.62% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 248'009 | 248'009 | 52'498 CHF | 54'978 CHF | 99.07% | 99.07% |
11.07.2024 | 5.22% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 283'202 | 283'201 | 52'826 CHF | 55'658 CHF | 82.13% | 82.13% |
10.07.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'463 CHF | 56'463 CHF | 95.48% | 95.48% |
09.07.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'466 CHF | 54'466 CHF | 99.03% | 99.03% |
08.07.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'635 | 297'635 | 53'766 CHF | 56'742 CHF | 99.24% | 99.24% |
05.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 280'775 | 280'775 | 52'661 CHF | 55'469 CHF | 99.39% | 99.39% |
04.07.2024 | 5.25% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 287'277 | 287'277 | 53'297 CHF | 56'169 CHF | 99.39% | 99.39% |
03.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 274'737 | 274'737 | 52'247 CHF | 54'994 CHF | 98.62% | 98.62% |
02.07.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 265'369 | 265'369 | 51'361 CHF | 54'015 CHF | 99.06% | 99.06% |