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 | 1.34% | 0.75 CHF | 0.76 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 140'758 CHF | 142'658 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 144'231 CHF | 146'131 CHF | 100.00% | 100.00% |
11.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 199'879 | 199'879 | 164'456 CHF | 166'456 CHF | 100.00% | 100.00% |
10.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 166'357 CHF | 168'357 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 197'451 | 197'451 | 160'493 CHF | 162'467 CHF | 100.00% | 100.00% |
08.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 147'044 CHF | 148'944 CHF | 100.00% | 100.00% |
05.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 142'531 CHF | 144'431 CHF | 99.81% | 99.81% |
04.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 142'466 CHF | 144'366 CHF | 99.49% | 99.49% |
03.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 143'144 CHF | 145'044 CHF | 99.35% | 99.35% |
02.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 191'398 | 191'398 | 150'714 CHF | 152'628 CHF | 100.00% | 100.00% |