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 | 1.73% | 0.58 CHF | 0.59 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 108'902 CHF | 110'802 CHF | 100.00% | 100.00% |
12.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 112'393 CHF | 114'293 CHF | 100.00% | 100.00% |
11.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 199'876 | 199'876 | 131'090 CHF | 133'090 CHF | 100.00% | 100.00% |
10.07.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 133'052 CHF | 135'052 CHF | 100.00% | 100.00% |
09.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 197'451 | 197'451 | 127'600 CHF | 129'574 CHF | 100.00% | 100.00% |
08.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 115'524 CHF | 117'424 CHF | 99.99% | 99.99% |
05.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 111'148 CHF | 113'048 CHF | 99.81% | 99.81% |
04.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 110'486 CHF | 112'386 CHF | 99.49% | 99.49% |
03.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 111'345 CHF | 113'245 CHF | 99.37% | 99.37% |
02.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 191'398 | 191'398 | 118'899 CHF | 120'813 CHF | 100.00% | 100.00% |