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 | 4.07% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 221'859 | 221'859 | 53'402 CHF | 55'620 CHF | 99.39% | 99.39% |
12.07.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 228'227 | 228'227 | 52'226 CHF | 54'509 CHF | 99.06% | 99.06% |
11.07.2024 | 4.32% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 232'629 | 232'629 | 52'696 CHF | 55'022 CHF | 84.94% | 84.94% |
10.07.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 201'302 | 201'302 | 50'456 CHF | 52'469 CHF | 95.50% | 95.50% |
09.07.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 220'410 | 220'411 | 53'117 CHF | 55'321 CHF | 99.05% | 99.05% |
08.07.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 222'405 | 222'405 | 51'733 CHF | 53'957 CHF | 99.24% | 99.24% |
05.07.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'718 | 250'718 | 54'630 CHF | 57'137 CHF | 99.39% | 99.39% |
04.07.2024 | 5.43% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 300'961 | 300'961 | 53'892 CHF | 56'902 CHF | 99.39% | 99.39% |
03.07.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'752 | 464'526 | 51'866 CHF | 55'762 CHF | 98.62% | 98.62% |
02.07.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 574'944 | 301'783 | 51'255 CHF | 29'933 CHF | 99.05% | 99.05% |