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 | 0.93% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'112 CHF | 215'112 CHF | 99.52% | 99.52% |
12.07.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'220 CHF | 217'220 CHF | 90.65% | 90.65% |
11.07.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 200'781 CHF | 202'781 CHF | 99.31% | 99.31% |
10.07.2024 | 1.02% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 195'285 CHF | 197'285 CHF | 99.52% | 99.52% |
09.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'968 CHF | 191'968 CHF | 92.47% | 92.47% |
08.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 236'758 CHF | 238'758 CHF | 99.57% | 99.57% |
05.07.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 244'295 CHF | 246'295 CHF | 98.49% | 98.49% |
04.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'388 CHF | 244'388 CHF | 98.68% | 98.68% |
03.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'115 CHF | 235'115 CHF | 99.48% | 99.48% |
02.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'925 CHF | 216'925 CHF | 99.53% | 99.53% |