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 | 3.08% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'959 CHF | 57'709 CHF | 100.00% | 100.00% |
12.07.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'475 | 174'475 | 56'949 CHF | 58'694 CHF | 98.97% | 98.97% |
11.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'810 CHF | 57'560 CHF | 91.08% | 91.08% |
10.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'378 | 175'378 | 52'930 CHF | 54'684 CHF | 99.84% | 99.84% |
09.07.2024 | 3.83% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'373 | 200'373 | 51'329 CHF | 53'333 CHF | 100.00% | 100.00% |
08.07.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 216'408 | 216'408 | 52'033 CHF | 54'197 CHF | 100.00% | 100.00% |
05.07.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 224'997 | 225'000 | 53'370 CHF | 55'621 CHF | 100.00% | 100.00% |
04.07.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 231'364 | 231'365 | 52'614 CHF | 54'928 CHF | 100.00% | 100.00% |
03.07.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'998 CHF | 55'498 CHF | 99.51% | 99.51% |
02.07.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'028 CHF | 54'528 CHF | 100.00% | 100.00% |