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 | 0.92% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 216'409 CHF | 218'409 CHF | 99.52% | 99.52% |
12.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'668 CHF | 216'668 CHF | 90.64% | 90.64% |
11.07.2024 | 0.87% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 228'743 CHF | 230'743 CHF | 99.31% | 99.31% |
10.07.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'704 CHF | 235'704 CHF | 99.52% | 99.52% |
09.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'984 CHF | 240'984 CHF | 93.98% | 93.98% |
08.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 192'189 CHF | 194'189 CHF | 99.57% | 99.57% |
05.07.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'986 CHF | 187'986 CHF | 98.49% | 98.49% |
04.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 188'057 CHF | 190'057 CHF | 98.67% | 98.67% |
03.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'429 CHF | 199'429 CHF | 99.47% | 99.47% |
02.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'662 CHF | 216'662 CHF | 99.52% | 99.52% |