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 | 0.59% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 336'630 CHF | 338'630 CHF | 100.00% | 100.00% |
12.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 338'958 CHF | 340'958 CHF | 99.98% | 99.98% |
11.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 336'502 CHF | 338'502 CHF | 98.58% | 98.58% |
10.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 328'403 CHF | 330'403 CHF | 96.18% | 96.18% |
09.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'072 CHF | 325'072 CHF | 99.65% | 99.65% |
08.07.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 341'869 CHF | 343'869 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 337'362 CHF | 339'362 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 342'090 CHF | 344'090 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 328'579 CHF | 330'579 CHF | 98.98% | 98.98% |
02.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 308'230 CHF | 310'230 CHF | 84.54% | 84.54% |