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 | 2.29% | 0.45 CHF | 0.46 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 75'637 CHF | 77'387 CHF | 100.00% | 100.00% |
12.07.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 65'968 CHF | 67'468 CHF | 100.00% | 100.00% |
11.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 67'961 CHF | 69'461 CHF | 100.00% | 100.00% |
10.07.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 70'229 CHF | 71'729 CHF | 100.00% | 100.00% |
09.07.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 68'401 CHF | 69'901 CHF | 100.00% | 100.00% |
08.07.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 75'367 CHF | 77'117 CHF | 100.00% | 100.00% |
05.07.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 75'944 CHF | 77'694 CHF | 100.00% | 100.00% |
04.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 66'000 CHF | 67'500 CHF | 100.00% | 100.00% |
03.07.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 65'975 CHF | 67'475 CHF | 100.00% | 100.00% |
02.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 175'000 | 175'000 | 160'045 | 160'045 | 72'512 CHF | 74'112 CHF | 100.00% | 100.00% |