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 | 2.99% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 57'750 CHF | 59'500 CHF | 99.39% | 99.39% |
12.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 57'474 CHF | 59'224 CHF | 99.06% | 99.06% |
11.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'247 CHF | 57'997 CHF | 68.11% | 68.11% |
10.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'826 | 174'826 | 55'782 CHF | 57'530 CHF | 95.49% | 95.49% |
09.07.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'182 CHF | 56'932 CHF | 99.05% | 99.05% |
08.07.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'293 CHF | 56'043 CHF | 99.24% | 99.24% |
05.07.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'389 CHF | 55'139 CHF | 99.39% | 99.39% |
04.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'841 | 174'841 | 55'612 CHF | 57'361 CHF | 99.39% | 99.39% |
03.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'287 CHF | 53'787 CHF | 98.61% | 98.61% |
02.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 151'575 | 151'575 | 52'601 CHF | 54'117 CHF | 99.05% | 99.05% |