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 | 1.55% | 0.65 CHF | 0.66 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 121'672 CHF | 123'572 CHF | 100.00% | 100.00% |
12.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 124'930 CHF | 126'830 CHF | 100.00% | 100.00% |
11.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 199'873 | 199'873 | 144'202 CHF | 146'202 CHF | 100.00% | 100.00% |
10.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'105 CHF | 148'105 CHF | 100.00% | 100.00% |
09.07.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 197'451 | 197'451 | 140'450 CHF | 142'425 CHF | 100.00% | 100.00% |
08.07.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 127'904 CHF | 129'804 CHF | 99.99% | 99.99% |
05.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 123'184 CHF | 125'084 CHF | 99.79% | 99.79% |
04.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 123'301 CHF | 125'201 CHF | 99.49% | 99.49% |
03.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 124'058 CHF | 125'958 CHF | 99.34% | 99.34% |
02.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 191'398 | 191'398 | 131'381 CHF | 133'295 CHF | 100.00% | 100.00% |