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 | 1.01% | 1.00 CHF | 1.01 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 187'979 CHF | 189'879 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 191'446 CHF | 193'346 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 199'889 | 199'889 | 214'110 CHF | 216'110 CHF | 100.00% | 100.00% |
10.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'855 CHF | 217'855 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 197'452 | 197'452 | 209'262 CHF | 211'236 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 194'180 CHF | 196'080 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 189'515 CHF | 191'415 CHF | 99.82% | 99.82% |
04.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 189'611 CHF | 191'511 CHF | 99.50% | 99.50% |
03.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 190'441 CHF | 192'341 CHF | 99.36% | 99.36% |
02.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 191'400 | 191'400 | 198'050 CHF | 199'964 CHF | 100.00% | 100.00% |