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 | 1.21% | 0.83 CHF | 0.84 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 156'001 CHF | 157'901 CHF | 100.00% | 100.00% |
12.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 159'418 CHF | 161'318 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 199'889 | 199'889 | 180'313 CHF | 182'313 CHF | 100.00% | 100.00% |
10.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'163 CHF | 184'163 CHF | 100.00% | 100.00% |
09.07.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 197'452 | 197'452 | 176'085 CHF | 178'060 CHF | 100.00% | 100.00% |
08.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 162'172 CHF | 164'072 CHF | 99.99% | 99.99% |
05.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 157'684 CHF | 159'584 CHF | 99.81% | 99.81% |
04.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 157'604 CHF | 159'504 CHF | 99.49% | 99.49% |
03.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 158'334 CHF | 160'234 CHF | 99.37% | 99.37% |
02.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 191'400 | 191'400 | 165'839 CHF | 167'753 CHF | 100.00% | 100.00% |