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 | 3.14% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 47'099 CHF | 48'599 CHF | 100.00% | 100.00% |
12.07.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 47'584 CHF | 49'084 CHF | 100.00% | 100.00% |
11.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'320 CHF | 47'820 CHF | 100.00% | 100.00% |
10.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'634 CHF | 48'134 CHF | 100.00% | 100.00% |
09.07.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 149'627 | 149'627 | 43'864 CHF | 45'364 CHF | 100.00% | 100.00% |
08.07.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 149'733 | 149'733 | 46'978 CHF | 48'478 CHF | 100.00% | 100.00% |
05.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'274 CHF | 47'774 CHF | 99.81% | 99.81% |
04.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'214 CHF | 47'714 CHF | 99.49% | 99.49% |
03.07.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 47'253 CHF | 48'753 CHF | 99.35% | 99.35% |
02.07.2024 | 3.49% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 143'202 | 143'202 | 44'223 CHF | 45'670 CHF | 100.00% | 100.00% |