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 | 3.56% | 0.27 CHF | 0.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 34'526 CHF | 35'776 CHF | 100.00% | 100.00% |
12.07.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 34'441 CHF | 35'691 CHF | 100.00% | 100.00% |
11.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 35'096 CHF | 36'346 CHF | 100.00% | 100.00% |
10.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 36'302 CHF | 37'552 CHF | 100.00% | 100.00% |
09.07.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 37'113 CHF | 38'363 CHF | 100.00% | 100.00% |
08.07.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 38'724 CHF | 40'224 CHF | 100.00% | 100.00% |
05.07.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'957 CHF | 39'457 CHF | 100.00% | 100.00% |
04.07.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 30'980 CHF | 32'230 CHF | 100.00% | 100.00% |
03.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 33'804 CHF | 35'054 CHF | 100.00% | 100.00% |
02.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 125'000 | 125'000 | 110'045 | 110'045 | 33'597 CHF | 34'697 CHF | 100.00% | 100.00% |