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 | 6.52% | 0.14 CHF | 0.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 18'557 CHF | 19'807 CHF | 99.59% | 99.59% |
12.07.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 18'584 CHF | 19'834 CHF | 99.55% | 99.55% |
11.07.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 19'386 CHF | 20'636 CHF | 99.51% | 99.51% |
10.07.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 19'816 CHF | 21'066 CHF | 99.53% | 99.53% |
09.07.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 20'437 CHF | 21'687 CHF | 99.60% | 99.60% |
08.07.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 19'876 CHF | 21'126 CHF | 99.52% | 99.52% |
05.07.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 18'980 CHF | 20'230 CHF | 99.45% | 99.51% |
04.07.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 19'633 CHF | 20'883 CHF | 99.44% | 99.50% |
03.07.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 15'953 CHF | 16'953 CHF | 99.50% | 99.50% |
02.07.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 17'800 CHF | 18'800 CHF | 99.30% | 99.30% |