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 | 4.25% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 229'442 | 229'443 | 52'749 CHF | 55'044 CHF | 100.00% | 100.00% |
12.07.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 229'222 | 229'222 | 53'724 CHF | 56'016 CHF | 97.75% | 97.75% |
11.07.2024 | 4.81% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 255'498 | 255'498 | 51'957 CHF | 54'512 CHF | 86.52% | 86.52% |
10.07.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 52'229 CHF | 54'979 CHF | 99.77% | 99.77% |
09.07.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 254'090 | 254'089 | 50'752 CHF | 53'293 CHF | 100.00% | 100.00% |
08.07.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'896 CHF | 55'396 CHF | 98.99% | 98.99% |
05.07.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 55'053 CHF | 57'553 CHF | 100.00% | 100.00% |
04.07.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 237'269 | 237'268 | 53'340 CHF | 55'713 CHF | 98.17% | 98.17% |
03.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'352 CHF | 52'852 CHF | 100.00% | 100.00% |
02.07.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'958 CHF | 54'458 CHF | 100.00% | 100.00% |