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 | 4.05% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 220'432 | 220'432 | 53'278 CHF | 55'483 CHF | 99.06% | 99.06% |
12.07.2024 | 3.69% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 202'457 | 202'457 | 53'854 CHF | 55'878 CHF | 98.81% | 98.81% |
11.07.2024 | 4.30% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 236'221 | 236'221 | 53'646 CHF | 56'008 CHF | 96.23% | 96.23% |
10.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 210'038 | 210'039 | 51'676 CHF | 53'777 CHF | 95.14% | 95.14% |
09.07.2024 | 3.87% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'746 CHF | 52'746 CHF | 98.68% | 98.68% |
08.07.2024 | 4.18% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 221'449 | 221'449 | 51'854 CHF | 54'069 CHF | 98.59% | 98.59% |
05.07.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'961 CHF | 53'961 CHF | 99.17% | 99.17% |
04.07.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'483 | 199'483 | 52'342 CHF | 54'336 CHF | 99.18% | 99.18% |
03.07.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'224 CHF | 54'974 CHF | 98.46% | 98.46% |
02.07.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 154'055 | 154'055 | 53'073 CHF | 54'613 CHF | 98.86% | 98.86% |