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 | 3.34% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 38'282 CHF | 39'582 CHF | 99.99% | 99.99% |
12.07.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 38'290 CHF | 39'590 CHF | 100.00% | 100.00% |
11.07.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 130'000 | 130'000 | 129'895 | 129'895 | 40'849 CHF | 42'149 CHF | 99.99% | 99.99% |
10.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 130'000 | 130'000 | 131'476 | 131'476 | 44'582 CHF | 45'896 CHF | 100.00% | 100.00% |
09.07.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 140'000 | 140'000 | 134'762 | 134'762 | 46'912 CHF | 48'260 CHF | 100.00% | 100.00% |
08.07.2024 | 3.61% | 0.30 CHF | 0.31 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 35'556 CHF | 36'856 CHF | 99.99% | 99.99% |
05.07.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 37'799 CHF | 39'099 CHF | 100.00% | 100.00% |
04.07.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 37'278 CHF | 38'578 CHF | 100.00% | 100.00% |
03.07.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 43'298 CHF | 44'599 CHF | 100.00% | 100.00% |
02.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 54'595 CHF | 55'995 CHF | 100.00% | 100.00% |