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 | 1.09% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 183'179 CHF | 185'179 CHF | 99.51% | 99.51% |
12.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'324 CHF | 187'324 CHF | 90.64% | 90.64% |
11.07.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 170'932 CHF | 172'932 CHF | 99.31% | 99.31% |
10.07.2024 | 1.20% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'497 CHF | 167'497 CHF | 99.52% | 99.52% |
09.07.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 160'191 CHF | 162'191 CHF | 92.48% | 92.48% |
08.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 207'007 CHF | 209'007 CHF | 99.57% | 99.57% |
05.07.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'512 CHF | 216'512 CHF | 98.47% | 98.47% |
04.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'610 CHF | 214'610 CHF | 98.68% | 98.68% |
03.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 203'356 CHF | 205'356 CHF | 99.48% | 99.48% |
02.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'251 CHF | 187'251 CHF | 99.53% | 99.53% |