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 | 0.91% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'950 CHF | 219'950 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'005 CHF | 221'005 CHF | 99.97% | 99.97% |
11.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'620 CHF | 219'620 CHF | 98.63% | 98.63% |
10.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'516 CHF | 215'516 CHF | 96.18% | 96.18% |
09.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 210'768 CHF | 212'768 CHF | 99.65% | 99.65% |
08.07.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 220'198 CHF | 222'198 CHF | 100.00% | 100.00% |
05.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'954 CHF | 219'954 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 220'452 CHF | 222'452 CHF | 100.00% | 100.00% |
03.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'563 CHF | 215'563 CHF | 99.25% | 99.25% |
02.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 203'136 CHF | 205'136 CHF | 84.82% | 84.82% |