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 | 5.09% | 0.20 CHF | 0.21 CHF | 208'900 | 208'900 | 219'292 | 219'292 | 41'987 CHF | 44'180 CHF | 100.00% | 100.00% |
12.07.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 221'800 | 221'800 | 219'470 | 219'470 | 42'610 CHF | 44'805 CHF | 100.00% | 100.00% |
11.07.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 213'700 | 213'700 | 211'711 | 211'711 | 40'562 CHF | 42'680 CHF | 100.00% | 100.00% |
10.07.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 228'100 | 228'100 | 225'792 | 225'792 | 44'004 CHF | 46'262 CHF | 100.00% | 100.00% |
09.07.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 232'600 | 232'600 | 232'600 | 232'600 | 40'885 CHF | 43'211 CHF | 100.00% | 100.00% |
08.07.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 232'700 | 232'700 | 232'700 | 232'700 | 42'512 CHF | 44'839 CHF | 100.00% | 100.00% |
05.07.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 242'300 | 242'300 | 242'300 | 242'300 | 41'267 CHF | 43'690 CHF | 100.00% | 100.00% |
04.07.2024 | 5.95% | 0.17 CHF | 0.18 CHF | 257'200 | 257'200 | 257'200 | 257'200 | 41'972 CHF | 44'544 CHF | 100.00% | 100.00% |
03.07.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 272'500 | 272'500 | 269'610 | 269'610 | 41'819 CHF | 44'515 CHF | 100.00% | 100.00% |
02.07.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 280'400 | 280'400 | 280'400 | 280'400 | 40'535 CHF | 43'339 CHF | 100.00% | 100.00% |