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 | 0.64% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 311'140 CHF | 313'140 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'103 CHF | 316'103 CHF | 99.98% | 99.98% |
11.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 312'363 CHF | 314'363 CHF | 83.50% | 83.50% |
10.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 301'462 CHF | 303'462 CHF | 96.19% | 96.19% |
09.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 294'713 CHF | 296'713 CHF | 99.67% | 99.67% |
08.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 318'487 CHF | 320'487 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 312'707 CHF | 314'707 CHF | 100.00% | 100.00% |
04.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 318'588 CHF | 320'588 CHF | 100.00% | 100.00% |
03.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 301'736 CHF | 303'736 CHF | 99.32% | 99.32% |
02.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 276'757 CHF | 278'757 CHF | 84.97% | 84.97% |