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 | 4.96% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 25'596 CHF | 26'896 CHF | 100.00% | 100.00% |
12.07.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 25'674 CHF | 26'974 CHF | 100.00% | 100.00% |
11.07.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 130'000 | 130'000 | 129'897 | 129'897 | 28'229 CHF | 29'529 CHF | 99.99% | 99.99% |
10.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 130'000 | 130'000 | 131'476 | 131'476 | 31'850 CHF | 33'165 CHF | 100.00% | 100.00% |
09.07.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 134'761 | 134'761 | 33'940 CHF | 35'288 CHF | 100.00% | 100.00% |
08.07.2024 | 5.57% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 22'935 CHF | 24'235 CHF | 100.00% | 100.00% |
05.07.2024 | - | 0.20 CHF | - CHF | 130'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
04.07.2024 | - | 0.19 CHF | 0.24 CHF | 130'000 | 130'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03.07.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 30'669 CHF | 31'971 CHF | 100.00% | 100.00% |
02.07.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 40'959 CHF | 42'359 CHF | 100.00% | 100.00% |