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 | 1.48% | 0.68 CHF | 0.69 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 127'707 CHF | 129'607 CHF | 100.00% | 100.00% |
12.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 131'149 CHF | 133'049 CHF | 100.00% | 100.00% |
11.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 199'879 | 199'879 | 150'802 CHF | 152'802 CHF | 100.00% | 100.00% |
10.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'743 CHF | 154'743 CHF | 100.00% | 100.00% |
09.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 197'450 | 197'450 | 146'787 CHF | 148'762 CHF | 100.00% | 100.00% |
08.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 133'909 CHF | 135'809 CHF | 100.00% | 100.00% |
05.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 129'459 CHF | 131'359 CHF | 99.81% | 99.81% |
04.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 129'243 CHF | 131'143 CHF | 99.49% | 99.49% |
03.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 129'944 CHF | 131'844 CHF | 99.37% | 99.37% |
02.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 191'399 | 191'399 | 137'541 CHF | 139'455 CHF | 100.00% | 100.00% |