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 | 0.82% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 244'241 CHF | 246'241 CHF | 99.52% | 99.52% |
12.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 246'311 CHF | 248'311 CHF | 90.64% | 90.64% |
11.07.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 231'822 CHF | 233'822 CHF | 99.42% | 99.42% |
10.07.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 226'262 CHF | 228'262 CHF | 99.52% | 99.52% |
09.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 221'018 CHF | 223'018 CHF | 93.98% | 93.98% |
08.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 267'684 CHF | 269'684 CHF | 99.56% | 99.56% |
05.07.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'266 CHF | 277'266 CHF | 98.48% | 98.48% |
04.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 273'340 CHF | 275'340 CHF | 98.68% | 98.68% |
03.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 264'058 CHF | 266'058 CHF | 99.47% | 99.47% |
02.07.2024 | 0.81% | 1.25 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 245'776 CHF | 247'776 CHF | 99.52% | 99.52% |