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 | 5.41% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 72'000 CHF | 76'000 CHF | 100.00% | 100.00% |
12.07.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 72'412 CHF | 76'412 CHF | 100.00% | 100.00% |
11.07.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 72'782 CHF | 76'782 CHF | 100.00% | 100.00% |
10.07.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 72'117 CHF | 76'117 CHF | 100.00% | 100.00% |
09.07.2024 | 5.55% | 0.19 CHF | 0.20 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 78'969 CHF | 83'469 CHF | 100.00% | 100.00% |
08.07.2024 | 5.97% | 0.17 CHF | 0.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 73'240 CHF | 77'740 CHF | 100.00% | 100.00% |
05.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 72'006 CHF | 76'506 CHF | 100.00% | 100.00% |
04.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 76'451 CHF | 80'951 CHF | 100.00% | 100.00% |
03.07.2024 | 5.66% | 0.17 CHF | 0.18 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 68'734 CHF | 72'734 CHF | 100.00% | 100.00% |
02.07.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 400'000 | 400'000 | 340'200 | 340'200 | 66'968 CHF | 70'370 CHF | 100.00% | 100.00% |