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 | 1.11% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 199'447 | 199'447 | 178'619 CHF | 180'613 CHF | 100.00% | 100.00% |
12.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 179'047 CHF | 181'038 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 199'111 | 199'111 | 180'544 CHF | 182'536 CHF | 99.98% | 99.98% |
10.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 181'631 CHF | 183'622 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 199'375 | 199'375 | 181'274 CHF | 183'267 CHF | 99.99% | 99.99% |
08.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 197'948 | 197'948 | 189'704 CHF | 191'684 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 195'000 | 195'000 | 194'478 | 194'478 | 192'474 CHF | 194'419 CHF | 100.00% | 100.00% |
04.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 194'731 CHF | 196'673 CHF | 100.00% | 100.00% |
03.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 195'000 | 195'000 | 194'266 | 194'266 | 190'060 CHF | 192'002 CHF | 99.38% | 99.38% |
02.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 205'000 | 205'000 | 201'232 | 201'232 | 180'115 CHF | 182'128 CHF | 100.00% | 100.00% |