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 | 2.35% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 54'752 CHF | 56'052 CHF | 100.00% | 100.00% |
12.07.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 54'697 CHF | 55'997 CHF | 100.00% | 100.00% |
11.07.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 129'915 | 129'915 | 51'896 CHF | 53'196 CHF | 100.00% | 100.00% |
10.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 49'163 CHF | 50'477 CHF | 100.00% | 100.00% |
09.07.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 140'000 | 140'000 | 134'761 | 134'761 | 49'135 CHF | 50'483 CHF | 100.00% | 100.00% |
08.07.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 57'334 CHF | 58'634 CHF | 99.99% | 99.99% |
05.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 55'479 CHF | 56'779 CHF | 100.00% | 100.00% |
04.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 56'022 CHF | 57'322 CHF | 100.00% | 100.00% |
03.07.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 49'775 CHF | 51'076 CHF | 100.00% | 100.00% |
02.07.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 45'254 CHF | 46'654 CHF | 99.98% | 99.98% |