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 | 3.20% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'193 CHF | 47'693 CHF | 100.00% | 100.00% |
12.07.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 43'929 CHF | 45'429 CHF | 100.00% | 100.00% |
11.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 37'207 CHF | 38'457 CHF | 100.00% | 100.00% |
10.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 37'966 CHF | 39'216 CHF | 100.00% | 100.00% |
09.07.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 40'939 CHF | 42'189 CHF | 100.00% | 100.00% |
08.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 38'847 CHF | 40'097 CHF | 100.00% | 100.00% |
05.07.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 39'259 CHF | 40'509 CHF | 100.00% | 100.00% |
04.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 39'180 CHF | 40'430 CHF | 100.00% | 100.00% |
03.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 40'054 CHF | 41'304 CHF | 100.00% | 100.00% |
02.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 41'245 CHF | 42'495 CHF | 100.00% | 100.00% |