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 | 4.99% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 190'469 | 190'469 | 37'194 CHF | 39'099 CHF | 100.00% | 100.00% |
12.07.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 37'455 CHF | 39'355 CHF | 100.00% | 100.00% |
11.07.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 198'345 | 198'345 | 37'941 CHF | 39'924 CHF | 100.00% | 100.00% |
10.07.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 210'000 | 210'000 | 208'076 | 208'076 | 39'998 CHF | 42'079 CHF | 100.00% | 100.00% |
09.07.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 199'495 | 199'495 | 35'753 CHF | 37'753 CHF | 100.00% | 100.00% |
08.07.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 199'641 | 199'641 | 38'836 CHF | 40'836 CHF | 100.00% | 100.00% |
05.07.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 38'210 CHF | 40'210 CHF | 99.82% | 99.82% |
04.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 38'091 CHF | 40'091 CHF | 99.50% | 99.50% |
03.07.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'178 CHF | 41'178 CHF | 99.35% | 99.35% |
02.07.2024 | 5.55% | 0.19 CHF | 0.20 CHF | 190'000 | 190'000 | 181'390 | 181'390 | 34'769 CHF | 36'602 CHF | 100.00% | 100.00% |