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 | 0.99% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 201'031 CHF | 203'031 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 202'101 CHF | 204'101 CHF | 99.98% | 99.98% |
11.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 201'318 CHF | 203'318 CHF | 83.50% | 83.50% |
10.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'835 CHF | 198'835 CHF | 96.17% | 96.17% |
09.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 194'209 CHF | 196'209 CHF | 99.65% | 99.65% |
08.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 203'542 CHF | 205'542 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 201'342 CHF | 203'342 CHF | 100.00% | 100.00% |
04.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 203'429 CHF | 205'429 CHF | 100.00% | 100.00% |
03.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'879 CHF | 198'879 CHF | 99.09% | 99.09% |
02.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'621 CHF | 188'621 CHF | 84.68% | 84.68% |