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 | 3.91% | 0.25 CHF | 0.26 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 43'858 CHF | 45'608 CHF | 100.00% | 100.00% |
12.07.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 42'097 CHF | 43'847 CHF | 100.00% | 100.00% |
11.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 41'966 CHF | 43'716 CHF | 100.00% | 100.00% |
10.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 43'763 CHF | 45'513 CHF | 100.00% | 100.00% |
09.07.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 36'491 CHF | 37'991 CHF | 100.00% | 100.00% |
08.07.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 43'655 CHF | 45'405 CHF | 100.00% | 100.00% |
05.07.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 46'413 CHF | 48'413 CHF | 100.00% | 100.00% |
04.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 38'500 CHF | 40'250 CHF | 100.00% | 100.00% |
03.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 34'773 CHF | 36'273 CHF | 100.00% | 100.00% |
02.07.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 175'000 | 175'000 | 160'045 | 160'045 | 40'948 CHF | 42'549 CHF | 100.00% | 100.00% |