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 | 4.72% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 24'961 CHF | 26'161 CHF | 100.00% | 100.00% |
12.07.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 25'064 CHF | 26'264 CHF | 100.00% | 100.00% |
11.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 23'594 CHF | 24'794 CHF | 99.96% | 99.96% |
10.07.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 20'546 CHF | 21'746 CHF | 100.00% | 100.00% |
09.07.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 120'000 | 120'000 | 119'581 | 119'581 | 21'489 CHF | 22'689 CHF | 99.99% | 99.99% |
08.07.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 119'796 | 119'796 | 21'574 CHF | 22'774 CHF | 99.98% | 99.98% |
05.07.2024 | 5.03% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 23'271 CHF | 24'471 CHF | 99.99% | 99.99% |
04.07.2024 | 5.41% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 21'675 CHF | 22'875 CHF | 100.00% | 100.00% |
03.07.2024 | 5.67% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 20'566 CHF | 21'766 CHF | 99.99% | 99.99% |
02.07.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 119'993 | 119'993 | 18'222 CHF | 19'422 CHF | 100.00% | 100.00% |