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 | 0.72% | 1.38 CHF | 1.39 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 261'949 CHF | 263'849 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 265'361 CHF | 267'261 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 199'896 | 199'896 | 291'768 CHF | 293'768 CHF | 100.00% | 100.00% |
10.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 293'439 CHF | 295'439 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 197'452 | 197'452 | 285'804 CHF | 287'778 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 267'718 CHF | 269'618 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 263'357 CHF | 265'257 CHF | 99.82% | 99.82% |
04.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 263'081 CHF | 264'981 CHF | 99.50% | 99.50% |
03.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 263'645 CHF | 265'545 CHF | 99.36% | 99.36% |
02.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 191'400 | 191'400 | 271'942 CHF | 273'856 CHF | 100.00% | 100.00% |