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 | 2.90% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'110 CHF | 52'610 CHF | 100.00% | 100.00% |
12.07.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 59'590 CHF | 61'340 CHF | 100.00% | 100.00% |
11.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 57'061 CHF | 58'811 CHF | 100.00% | 100.00% |
10.07.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'630 CHF | 53'380 CHF | 100.00% | 100.00% |
09.07.2024 | 3.19% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'955 CHF | 55'705 CHF | 100.00% | 100.00% |
08.07.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'885 CHF | 55'635 CHF | 100.00% | 100.00% |
05.07.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'093 CHF | 57'843 CHF | 100.00% | 100.00% |
04.07.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'720 CHF | 55'470 CHF | 100.00% | 100.00% |
03.07.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'872 CHF | 53'622 CHF | 100.00% | 100.00% |
02.07.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'513 CHF | 55'513 CHF | 100.00% | 100.00% |