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 | 0.87% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 228'149 CHF | 230'149 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'246 CHF | 231'246 CHF | 99.98% | 99.98% |
11.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 228'112 CHF | 230'112 CHF | 98.49% | 98.49% |
10.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 223'808 CHF | 225'808 CHF | 96.18% | 96.18% |
09.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 221'058 CHF | 223'058 CHF | 99.67% | 99.67% |
08.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 230'485 CHF | 232'485 CHF | 100.00% | 100.00% |
05.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 228'314 CHF | 230'314 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 230'935 CHF | 232'935 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 223'987 CHF | 225'987 CHF | 99.23% | 99.23% |
02.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'686 CHF | 215'686 CHF | 84.78% | 84.78% |