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 | 2.07% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 198'122 | 198'122 | 95'561 CHF | 97'544 CHF | 100.00% | 100.00% |
12.07.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 198'121 | 198'121 | 97'448 CHF | 99'431 CHF | 100.00% | 100.00% |
11.07.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 198'093 | 198'093 | 102'085 CHF | 104'068 CHF | 98.64% | 98.64% |
10.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 198'122 | 198'122 | 106'067 CHF | 108'051 CHF | 100.00% | 100.00% |
09.07.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 198'128 | 198'128 | 105'671 CHF | 107'655 CHF | 100.00% | 100.00% |
08.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 198'119 | 198'119 | 99'675 CHF | 101'659 CHF | 99.97% | 99.97% |
05.07.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 198'121 | 198'121 | 98'780 CHF | 100'763 CHF | 100.00% | 100.00% |
04.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 198'125 | 198'125 | 103'068 CHF | 105'052 CHF | 100.00% | 100.00% |
03.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 198'131 | 198'131 | 107'487 CHF | 109'470 CHF | 100.00% | 100.00% |
02.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 198'126 | 198'126 | 114'393 CHF | 116'376 CHF | 99.92% | 99.92% |