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 | 0.68% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 295'286 CHF | 297'286 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 296'124 CHF | 298'124 CHF | 99.98% | 99.98% |
11.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 294'821 CHF | 296'821 CHF | 97.82% | 97.82% |
10.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 290'478 CHF | 292'478 CHF | 96.17% | 96.17% |
09.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 287'857 CHF | 289'857 CHF | 99.65% | 99.65% |
08.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 297'193 CHF | 299'193 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 295'098 CHF | 297'098 CHF | 99.99% | 99.99% |
04.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 297'298 CHF | 299'298 CHF | 100.00% | 100.00% |
03.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 290'616 CHF | 292'616 CHF | 99.29% | 99.29% |
02.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 280'311 CHF | 282'311 CHF | 84.52% | 84.52% |