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 | 1.18% | 0.85 CHF | 0.86 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 159'832 CHF | 161'732 CHF | 100.00% | 100.00% |
12.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 163'266 CHF | 165'166 CHF | 100.00% | 100.00% |
11.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 199'874 | 199'874 | 184'529 CHF | 186'529 CHF | 99.99% | 99.99% |
10.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'462 CHF | 188'462 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 197'451 | 197'451 | 180'257 CHF | 182'231 CHF | 100.00% | 100.00% |
08.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 166'043 CHF | 167'943 CHF | 100.00% | 100.00% |
05.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 161'560 CHF | 163'460 CHF | 99.82% | 99.82% |
04.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 161'486 CHF | 163'386 CHF | 99.50% | 99.50% |
03.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 162'164 CHF | 164'064 CHF | 99.36% | 99.36% |
02.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 191'399 | 191'399 | 169'738 CHF | 171'652 CHF | 100.00% | 100.00% |