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 | 4.27% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'526 | 225'526 | 51'752 CHF | 54'007 CHF | 99.04% | 99.04% |
12.07.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 204'108 | 204'108 | 50'810 CHF | 52'851 CHF | 98.83% | 98.83% |
11.07.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 203'326 | 203'326 | 50'418 CHF | 52'451 CHF | 96.70% | 96.70% |
10.07.2024 | 3.98% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 219'335 | 219'335 | 53'974 CHF | 56'167 CHF | 95.12% | 95.12% |
09.07.2024 | 4.37% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 241'660 | 241'660 | 54'049 CHF | 56'466 CHF | 98.63% | 98.63% |
08.07.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'080 | 250'080 | 50'375 CHF | 52'876 CHF | 98.56% | 98.56% |
05.07.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 254'633 | 254'633 | 51'928 CHF | 54'474 CHF | 99.17% | 99.17% |
04.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'500 CHF | 55'000 CHF | 99.18% | 99.18% |
03.07.2024 | 4.30% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 230'199 | 230'199 | 52'398 CHF | 54'700 CHF | 98.44% | 98.44% |
02.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 219'466 | 219'467 | 53'025 CHF | 55'220 CHF | 98.84% | 98.84% |