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 | 4.26% | 0.23 CHF | 0.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 28'750 CHF | 30'000 CHF | 99.59% | 99.59% |
12.07.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 28'599 CHF | 29'849 CHF | 99.50% | 99.55% |
11.07.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 29'675 CHF | 30'925 CHF | 99.51% | 99.51% |
10.07.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 30'066 CHF | 31'316 CHF | 99.48% | 99.53% |
09.07.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 30'881 CHF | 32'131 CHF | 99.58% | 99.58% |
08.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 29'986 CHF | 31'236 CHF | 99.52% | 99.52% |
05.07.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 29'010 CHF | 30'260 CHF | 99.51% | 99.51% |
04.07.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 29'774 CHF | 31'024 CHF | 99.51% | 99.51% |
03.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'008 CHF | 25'008 CHF | 99.52% | 99.52% |
02.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 114'908 | 114'908 | 29'813 CHF | 30'962 CHF | 99.58% | 99.58% |