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 | 0.80% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'366 CHF | 251'366 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 250'258 CHF | 252'258 CHF | 99.98% | 99.98% |
11.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'407 CHF | 251'407 CHF | 83.50% | 83.50% |
10.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 244'875 CHF | 246'875 CHF | 96.19% | 96.19% |
09.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'218 CHF | 244'218 CHF | 99.65% | 99.65% |
08.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 251'521 CHF | 253'521 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'381 CHF | 251'381 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 251'514 CHF | 253'514 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 244'937 CHF | 246'937 CHF | 99.33% | 99.33% |
02.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 234'613 CHF | 236'613 CHF | 84.97% | 84.97% |