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 | 3.88% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 32'854 CHF | 34'154 CHF | 100.00% | 100.00% |
12.07.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 33'088 CHF | 34'388 CHF | 100.00% | 100.00% |
11.07.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 129'908 | 129'908 | 30'312 CHF | 31'612 CHF | 100.00% | 100.00% |
10.07.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 131'476 | 131'476 | 27'185 CHF | 28'500 CHF | 100.00% | 100.00% |
09.07.2024 | 4.94% | 0.18 CHF | 0.19 CHF | 140'000 | 140'000 | 134'760 | 134'760 | 26'694 CHF | 28'042 CHF | 100.00% | 100.00% |
08.07.2024 | 3.59% | 0.24 CHF | 0.25 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 35'716 CHF | 37'016 CHF | 99.99% | 99.99% |
05.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 33'848 CHF | 35'148 CHF | 98.08% | 100.00% |
04.07.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 34'377 CHF | 35'677 CHF | 100.00% | 100.00% |
03.07.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 29'023 CHF | 30'323 CHF | 48.58% | 100.00% |
02.07.2024 | - | 0.16 CHF | - CHF | 140'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |