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 | 4.11% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'282 | 223'282 | 53'194 CHF | 55'426 CHF | 100.00% | 100.00% |
12.07.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 212'578 | 212'578 | 51'788 CHF | 53'914 CHF | 99.66% | 99.66% |
11.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'517 | 226'517 | 52'479 CHF | 54'744 CHF | 99.18% | 99.18% |
10.07.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'491 | 249'491 | 54'381 CHF | 56'876 CHF | 96.08% | 96.08% |
09.07.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'945 | 249'945 | 52'150 CHF | 54'649 CHF | 99.64% | 99.64% |
08.07.2024 | 3.80% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 204'387 | 204'387 | 52'795 CHF | 54'839 CHF | 99.84% | 99.84% |
05.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'878 CHF | 53'878 CHF | 100.00% | 100.00% |
04.07.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'303 | 200'303 | 53'047 CHF | 55'050 CHF | 100.00% | 100.00% |
03.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 230'260 | 230'260 | 53'205 CHF | 55'507 CHF | 99.23% | 99.23% |
02.07.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 255'193 | 255'193 | 50'393 CHF | 52'944 CHF | 99.66% | 99.66% |