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 | 1.30% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'952 CHF | 154'952 CHF | 99.55% | 99.55% |
12.07.2024 | 1.22% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 163'557 CHF | 165'557 CHF | 99.36% | 99.36% |
11.07.2024 | 1.05% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'385 CHF | 191'385 CHF | 98.95% | 98.95% |
10.07.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 211'838 CHF | 213'838 CHF | 99.61% | 99.61% |
09.07.2024 | 0.96% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 207'254 CHF | 209'254 CHF | 99.59% | 99.59% |
08.07.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 173'940 CHF | 175'940 CHF | 99.52% | 99.52% |
05.07.2024 | 1.18% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 168'865 CHF | 170'865 CHF | 99.48% | 99.48% |
04.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 191'738 CHF | 193'738 CHF | 99.37% | 99.37% |
03.07.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 211'892 CHF | 213'892 CHF | 99.58% | 99.58% |
02.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'152 CHF | 251'152 CHF | 99.56% | 99.56% |