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 | 4.73% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 252'604 | 252'604 | 52'268 CHF | 54'794 CHF | 100.00% | 100.00% |
12.07.2024 | 4.53% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'179 | 249'179 | 53'835 CHF | 56'327 CHF | 99.68% | 99.68% |
11.07.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 213'347 | 213'347 | 51'761 CHF | 53'894 CHF | 86.33% | 86.33% |
10.07.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'579 | 199'579 | 54'241 CHF | 56'237 CHF | 96.09% | 96.09% |
09.07.2024 | 3.57% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'956 | 198'956 | 54'718 CHF | 56'708 CHF | 99.67% | 99.67% |
08.07.2024 | 4.20% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 223'960 | 223'960 | 52'161 CHF | 54'400 CHF | 99.85% | 99.85% |
05.07.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 229'275 | 229'275 | 53'152 CHF | 55'445 CHF | 100.00% | 100.00% |
04.07.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 222'809 | 222'809 | 52'078 CHF | 54'306 CHF | 100.00% | 100.00% |
03.07.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 196'429 | 196'429 | 53'557 CHF | 55'521 CHF | 99.25% | 99.25% |
02.07.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'209 CHF | 55'959 CHF | 99.68% | 99.68% |