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 | 3.71% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'802 CHF | 41'302 CHF | 99.10% | 99.10% |
12.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 47'886 CHF | 49'386 CHF | 99.57% | 99.57% |
11.07.2024 | 3.33% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'868 CHF | 53'618 CHF | 99.50% | 99.50% |
10.07.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 48'033 CHF | 49'783 CHF | 99.57% | 99.57% |
09.07.2024 | 3.55% | 0.26 CHF | 0.27 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 48'415 CHF | 50'165 CHF | 99.54% | 99.54% |
08.07.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 43'047 CHF | 44'547 CHF | 99.49% | 99.49% |
05.07.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'056 CHF | 53'806 CHF | 99.50% | 99.50% |
04.07.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 47'239 CHF | 48'989 CHF | 99.45% | 99.49% |
03.07.2024 | 4.04% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 48'592 CHF | 50'592 CHF | 99.55% | 99.55% |
02.07.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 175'000 | 175'000 | 189'905 | 189'905 | 47'102 CHF | 49'001 CHF | 99.53% | 99.58% |