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 | 1.43% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 152'728 | 152'728 | 105'808 CHF | 107'336 CHF | 100.00% | 100.00% |
12.07.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 109'720 CHF | 111'470 CHF | 98.94% | 98.94% |
11.07.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 175'000 | 175'000 | 175'000 | 174'996 | 101'175 CHF | 102'922 CHF | 99.63% | 99.63% |
10.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 175'000 | 175'000 | 180'749 | 180'749 | 92'146 CHF | 93'953 CHF | 99.83% | 99.83% |
09.07.2024 | 1.75% | 0.53 CHF | 0.54 CHF | 175'000 | 175'000 | 175'000 | 174'996 | 99'415 CHF | 101'163 CHF | 100.00% | 100.00% |
08.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 175'000 | 175'000 | 175'828 | 175'828 | 98'128 CHF | 99'886 CHF | 100.00% | 100.00% |
05.07.2024 | 1.89% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 179'730 | 179'731 | 93'975 CHF | 95'773 CHF | 99.99% | 99.99% |
04.07.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 192'450 | 192'451 | 97'374 CHF | 99'299 CHF | 100.00% | 100.00% |
03.07.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 202'920 | 202'921 | 89'283 CHF | 91'312 CHF | 99.49% | 99.49% |
02.07.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 225'000 | 225'000 | 224'836 | 224'835 | 86'714 CHF | 88'962 CHF | 100.00% | 100.00% |