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 | 0.88% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 225'452 CHF | 227'452 CHF | 99.52% | 99.52% |
12.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'542 CHF | 229'542 CHF | 90.65% | 90.65% |
11.07.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'093 CHF | 215'093 CHF | 99.37% | 99.37% |
10.07.2024 | 0.96% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 207'562 CHF | 209'562 CHF | 99.52% | 99.52% |
09.07.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 202'327 CHF | 204'327 CHF | 93.98% | 93.98% |
08.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'013 CHF | 251'013 CHF | 99.57% | 99.57% |
05.07.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 256'564 CHF | 258'564 CHF | 98.48% | 98.48% |
04.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 254'650 CHF | 256'650 CHF | 98.68% | 98.68% |
03.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 245'381 CHF | 247'381 CHF | 99.48% | 99.48% |
02.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'152 CHF | 229'152 CHF | 99.52% | 99.52% |