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 | 3.53% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 38'951 CHF | 40'351 CHF | 100.00% | 100.00% |
12.07.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'372 CHF | 43'872 CHF | 100.00% | 100.00% |
11.07.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 148'343 | 148'343 | 40'564 CHF | 42'047 CHF | 99.98% | 99.98% |
10.07.2024 | 3.56% | 0.28 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 41'400 CHF | 42'900 CHF | 100.00% | 100.00% |
09.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 140'000 | 140'000 | 142'968 | 142'968 | 37'035 CHF | 38'468 CHF | 100.00% | 100.00% |
08.07.2024 | 3.53% | 0.28 CHF | 0.30 CHF | 140'000 | 140'000 | 148'866 | 148'866 | 41'522 CHF | 43'013 CHF | 100.00% | 100.00% |
05.07.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 41'133 CHF | 42'633 CHF | 99.81% | 99.81% |
04.07.2024 | 3.57% | 0.28 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 41'230 CHF | 42'730 CHF | 99.49% | 99.49% |
03.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 148'117 | 148'117 | 41'579 CHF | 43'060 CHF | 99.35% | 99.35% |
02.07.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 133'655 | 133'655 | 36'750 CHF | 38'101 CHF | 100.00% | 100.00% |