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 | 3.88% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'951 CHF | 39'451 CHF | 99.53% | 99.53% |
12.07.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'675 CHF | 39'175 CHF | 99.50% | 99.50% |
11.07.2024 | 3.65% | 0.25 CHF | 0.26 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 33'689 CHF | 34'939 CHF | 99.48% | 99.48% |
10.07.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 36'101 CHF | 37'351 CHF | 99.47% | 99.51% |
09.07.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 34'041 CHF | 35'291 CHF | 99.43% | 99.48% |
08.07.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'218 CHF | 40'718 CHF | 99.53% | 99.55% |
05.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'816 CHF | 39'316 CHF | 99.55% | 99.55% |
04.07.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 32'844 CHF | 34'094 CHF | 99.55% | 99.55% |
03.07.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 33'922 CHF | 35'172 CHF | 99.53% | 99.53% |
02.07.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 125'000 | 125'000 | 139'910 | 139'910 | 38'478 CHF | 39'877 CHF | 99.55% | 99.55% |