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 | 4.08% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 129'971 | 129'971 | 31'203 CHF | 32'503 CHF | 100.00% | 100.00% |
12.07.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 33'767 CHF | 35'167 CHF | 100.00% | 100.00% |
11.07.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 138'351 | 138'351 | 32'062 CHF | 33'445 CHF | 99.98% | 99.98% |
10.07.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 32'962 CHF | 34'362 CHF | 100.00% | 100.00% |
09.07.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 140'000 | 140'000 | 139'672 | 139'672 | 30'412 CHF | 31'812 CHF | 100.00% | 100.00% |
08.07.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 140'000 | 140'000 | 139'766 | 139'766 | 33'503 CHF | 34'903 CHF | 100.00% | 100.00% |
05.07.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 32'855 CHF | 34'255 CHF | 99.81% | 99.81% |
04.07.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 32'849 CHF | 34'249 CHF | 99.49% | 99.49% |
03.07.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 33'784 CHF | 35'184 CHF | 99.35% | 99.35% |
02.07.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 133'655 | 133'655 | 31'415 CHF | 32'766 CHF | 100.00% | 100.00% |