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 | 4.10% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 220'312 | 220'312 | 52'684 CHF | 54'887 CHF | 100.00% | 100.00% |
12.07.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 218'287 | 218'287 | 53'077 CHF | 55'259 CHF | 99.68% | 99.68% |
11.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 227'260 | 227'260 | 52'521 CHF | 54'794 CHF | 99.42% | 99.42% |
10.07.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'306 CHF | 56'806 CHF | 96.07% | 96.07% |
09.07.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'734 CHF | 56'234 CHF | 99.65% | 99.65% |
08.07.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 220'800 | 220'800 | 52'852 CHF | 55'061 CHF | 99.84% | 99.84% |
05.07.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 212'148 | 212'148 | 51'911 CHF | 54'032 CHF | 100.00% | 100.00% |
04.07.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 208'477 | 208'477 | 51'405 CHF | 53'490 CHF | 100.00% | 100.00% |
03.07.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 235'305 | 235'305 | 53'205 CHF | 55'558 CHF | 99.23% | 99.23% |
02.07.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'849 CHF | 54'349 CHF | 99.66% | 99.66% |