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 | 3.78% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 160'992 | 160'992 | 41'769 CHF | 43'379 CHF | 100.00% | 100.00% |
12.07.2024 | 3.58% | 0.28 CHF | 0.28 CHF | 170'000 | 170'000 | 165'576 | 165'576 | 45'398 CHF | 47'054 CHF | 100.00% | 100.00% |
11.07.2024 | 3.50% | 0.28 CHF | 0.28 CHF | 170'000 | 170'000 | 165'572 | 165'572 | 46'474 CHF | 48'130 CHF | 100.00% | 100.00% |
10.07.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 165'570 | 165'570 | 42'694 CHF | 44'350 CHF | 100.00% | 100.00% |
09.07.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 165'163 | 165'163 | 44'618 CHF | 46'273 CHF | 100.00% | 100.00% |
08.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 165'256 | 165'256 | 43'241 CHF | 44'896 CHF | 100.00% | 100.00% |
05.07.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 160'000 | 160'000 | 148'085 | 148'085 | 43'138 CHF | 44'618 CHF | 99.81% | 99.81% |
04.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 160'000 | 160'000 | 155'810 | 155'810 | 49'585 CHF | 51'143 CHF | 99.49% | 99.49% |
03.07.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 170'000 | 170'000 | 167'409 | 167'409 | 49'641 CHF | 51'315 CHF | 99.35% | 99.35% |
02.07.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 165'570 | 165'570 | 42'284 CHF | 43'940 CHF | 100.00% | 100.00% |