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 | 3.85% | 0.26 CHF | 0.27 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 44'615 CHF | 46'365 CHF | 100.00% | 100.00% |
12.07.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 38'640 CHF | 40'140 CHF | 100.00% | 100.00% |
11.07.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 40'300 CHF | 41'800 CHF | 100.00% | 100.00% |
10.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'209 CHF | 43'709 CHF | 100.00% | 100.00% |
09.07.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'353 CHF | 43'853 CHF | 100.00% | 100.00% |
08.07.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'355 CHF | 40'855 CHF | 100.00% | 100.00% |
05.07.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'048 CHF | 40'548 CHF | 100.00% | 100.00% |
04.07.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'370 CHF | 40'870 CHF | 100.00% | 100.00% |
03.07.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'362 CHF | 43'862 CHF | 100.00% | 100.00% |
02.07.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 135'049 | 135'049 | 40'043 CHF | 41'394 CHF | 100.00% | 100.00% |