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 | 0.73% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 88'825 | 88'825 | 123'828 CHF | 124'718 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 119'220 CHF | 120'096 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 88'681 | 88'681 | 127'142 CHF | 128'031 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 205'000 | 205'000 | 91'702 | 91'702 | 134'404 CHF | 135'325 CHF | 99.90% | 99.90% |
09.07.2024 | 0.85% | 1.48 CHF | 1.49 CHF | 210'000 | 210'000 | 89'158 | 89'158 | 131'530 CHF | 132'463 CHF | 99.65% | 99.65% |
08.07.2024 | 0.74% | 1.48 CHF | 1.49 CHF | 210'000 | 210'000 | 91'238 | 91'238 | 133'921 CHF | 134'862 CHF | 99.31% | 99.31% |
05.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 210'000 | 210'000 | 93'272 | 93'272 | 137'395 CHF | 138'331 CHF | 99.90% | 99.90% |
04.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 82'000 | 82'000 | 66'094 | 66'094 | 97'220 CHF | 97'881 CHF | 99.65% | 99.65% |
03.07.2024 | 0.77% | 1.49 CHF | 1.50 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 129'726 CHF | 130'665 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 210'000 | 210'000 | 93'644 | 93'644 | 141'526 CHF | 142'471 CHF | 100.00% | 100.00% |