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% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 88'823 | 88'823 | 103'992 CHF | 104'882 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 100'005 CHF | 100'881 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 88'680 | 88'680 | 107'432 CHF | 108'320 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 205'000 | 205'000 | 91'701 | 91'701 | 113'909 CHF | 114'829 CHF | 99.90% | 99.90% |
09.07.2024 | 1.00% | 1.26 CHF | 1.27 CHF | 210'000 | 210'000 | 89'104 | 89'104 | 111'504 CHF | 112'436 CHF | 99.74% | 99.74% |
08.07.2024 | 0.87% | 1.26 CHF | 1.27 CHF | 210'000 | 210'000 | 91'256 | 91'256 | 113'686 CHF | 114'627 CHF | 99.26% | 99.26% |
05.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 210'000 | 210'000 | 93'271 | 93'271 | 116'725 CHF | 117'661 CHF | 99.90% | 99.90% |
04.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 82'000 | 82'000 | 66'102 | 66'102 | 82'468 CHF | 83'129 CHF | 99.59% | 99.59% |
03.07.2024 | 0.91% | 1.26 CHF | 1.27 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 110'275 CHF | 111'213 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 210'000 | 210'000 | 93'644 | 93'644 | 120'528 CHF | 121'473 CHF | 100.00% | 100.00% |