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 | 1.85% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'268 CHF | 109'268 CHF | 99.52% | 99.52% |
12.07.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'503 CHF | 111'503 CHF | 90.64% | 90.64% |
11.07.2024 | 2.08% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'228 CHF | 97'228 CHF | 99.31% | 99.31% |
10.07.2024 | 2.21% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'940 CHF | 91'940 CHF | 99.52% | 99.52% |
09.07.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'691 CHF | 86'691 CHF | 92.48% | 92.48% |
08.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'572 CHF | 133'572 CHF | 99.56% | 99.56% |
05.07.2024 | 1.43% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 138'979 CHF | 140'979 CHF | 98.45% | 98.45% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 137'099 CHF | 139'099 CHF | 98.68% | 98.68% |
03.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 127'878 CHF | 129'878 CHF | 99.48% | 99.48% |
02.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'004 CHF | 112'004 CHF | 99.55% | 99.55% |