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 | 3.38% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'619 | 175'619 | 51'053 CHF | 52'809 CHF | 100.00% | 100.00% |
12.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'157 CHF | 53'907 CHF | 99.69% | 99.69% |
11.07.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'734 CHF | 54'484 CHF | 96.51% | 96.51% |
10.07.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'228 CHF | 55'978 CHF | 96.11% | 96.11% |
09.07.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'579 CHF | 58'329 CHF | 99.64% | 99.64% |
08.07.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'035 CHF | 55'785 CHF | 99.84% | 99.84% |
05.07.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'107 CHF | 52'857 CHF | 100.00% | 100.00% |
04.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'211 CHF | 54'961 CHF | 100.00% | 100.00% |
03.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'719 CHF | 54'469 CHF | 99.25% | 99.25% |
02.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 173'955 | 173'955 | 57'096 CHF | 58'836 CHF | 99.66% | 99.66% |