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 | 0.73% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 198'121 | 198'121 | 275'118 CHF | 277'101 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 198'120 | 198'120 | 269'865 CHF | 271'849 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 198'088 | 198'088 | 254'076 CHF | 256'059 CHF | 98.36% | 98.36% |
10.07.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 198'119 | 198'119 | 240'865 CHF | 242'848 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 198'122 | 198'122 | 245'036 CHF | 247'019 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 198'118 | 198'118 | 264'723 CHF | 266'707 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 198'118 | 198'118 | 269'161 CHF | 271'144 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 198'123 | 198'123 | 254'343 CHF | 256'326 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 198'124 | 198'124 | 242'681 CHF | 244'664 CHF | 99.70% | 99.70% |
02.07.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 198'113 | 198'113 | 222'175 CHF | 224'158 CHF | 99.27% | 99.27% |