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 | 4.50% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 32'583 CHF | 34'083 CHF | 100.00% | 100.00% |
12.07.2024 | 4.54% | 0.20 CHF | 0.21 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 26'931 CHF | 28'181 CHF | 100.00% | 100.00% |
11.07.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 124'426 | 124'426 | 28'405 CHF | 29'650 CHF | 100.00% | 100.00% |
10.07.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'397 CHF | 24'397 CHF | 100.00% | 100.00% |
09.07.2024 | 3.95% | 0.26 CHF | 0.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 31'037 CHF | 32'287 CHF | 100.00% | 100.00% |
08.07.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 28'285 CHF | 29'535 CHF | 100.00% | 100.00% |
05.07.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 124'698 | 124'698 | 26'872 CHF | 28'120 CHF | 100.00% | 100.00% |
04.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 29'294 CHF | 30'560 CHF | 100.00% | 100.00% |
03.07.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 99'776 | 99'776 | 25'083 CHF | 26'081 CHF | 100.00% | 100.00% |
02.07.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 99'775 | 99'775 | 27'274 CHF | 28'273 CHF | 100.00% | 100.00% |