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 | 0.64% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 313'887 CHF | 315'887 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'813 CHF | 316'813 CHF | 99.98% | 99.98% |
11.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 313'701 CHF | 315'701 CHF | 83.51% | 83.51% |
10.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 309'132 CHF | 311'132 CHF | 96.18% | 96.18% |
09.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 306'399 CHF | 308'399 CHF | 99.66% | 99.66% |
08.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'692 CHF | 317'692 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 313'606 CHF | 315'606 CHF | 100.00% | 100.00% |
04.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'834 CHF | 317'834 CHF | 100.00% | 100.00% |
03.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 309'165 CHF | 311'165 CHF | 99.12% | 99.12% |
02.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 298'636 CHF | 300'636 CHF | 84.80% | 84.80% |