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 | 0.84% | 1.19 CHF | 1.20 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 224'348 CHF | 226'248 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 227'756 CHF | 229'656 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 199'889 | 199'889 | 252'275 CHF | 254'275 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 253'929 CHF | 255'929 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 197'452 | 197'452 | 246'863 CHF | 248'838 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 230'327 CHF | 232'227 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 225'743 CHF | 227'643 CHF | 99.82% | 99.82% |
04.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 225'839 CHF | 227'739 CHF | 99.50% | 99.50% |
03.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 226'594 CHF | 228'494 CHF | 99.35% | 99.35% |
02.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 191'400 | 191'400 | 234'416 CHF | 236'330 CHF | 100.00% | 100.00% |