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 | 4.59% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 42'591 CHF | 44'591 CHF | 100.00% | 100.00% |
12.07.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 42'490 CHF | 44'490 CHF | 100.00% | 100.00% |
11.07.2024 | 5.07% | 0.21 CHF | 0.22 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 43'353 CHF | 45'603 CHF | 100.00% | 100.00% |
10.07.2024 | 5.39% | 0.17 CHF | 0.18 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 40'640 CHF | 42'890 CHF | 100.00% | 100.00% |
09.07.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 40'770 CHF | 42'770 CHF | 100.00% | 100.00% |
08.07.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 45'476 CHF | 47'726 CHF | 100.00% | 100.00% |
05.07.2024 | 4.90% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'875 CHF | 41'875 CHF | 100.00% | 100.00% |
04.07.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 44'741 CHF | 46'991 CHF | 100.00% | 100.00% |
03.07.2024 | 4.86% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 40'305 CHF | 42'305 CHF | 100.00% | 100.00% |
02.07.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 36'415 CHF | 38'415 CHF | 100.00% | 100.00% |