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 | 0.72% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 277'843 CHF | 279'843 CHF | 99.53% | 99.53% |
12.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 276'064 CHF | 278'064 CHF | 90.65% | 90.65% |
11.07.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 290'049 CHF | 292'049 CHF | 99.44% | 99.44% |
10.07.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 294'904 CHF | 296'904 CHF | 99.52% | 99.52% |
09.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 300'163 CHF | 302'163 CHF | 93.98% | 93.98% |
08.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 253'324 CHF | 255'324 CHF | 99.57% | 99.57% |
05.07.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 247'220 CHF | 249'220 CHF | 98.50% | 98.50% |
04.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'296 CHF | 251'296 CHF | 98.68% | 98.68% |
03.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 258'643 CHF | 260'643 CHF | 99.47% | 99.47% |
02.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'710 CHF | 277'710 CHF | 99.53% | 99.53% |