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 | 1.49% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 133'499 CHF | 135'499 CHF | 99.53% | 99.53% |
12.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 135'710 CHF | 137'710 CHF | 90.64% | 90.64% |
11.07.2024 | 1.64% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 121'405 CHF | 123'405 CHF | 99.37% | 99.37% |
10.07.2024 | 1.72% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'050 CHF | 118'050 CHF | 99.52% | 99.52% |
09.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'789 CHF | 112'789 CHF | 92.48% | 92.48% |
08.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 157'638 CHF | 159'638 CHF | 99.57% | 99.57% |
05.07.2024 | 1.21% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'092 CHF | 167'092 CHF | 98.50% | 98.50% |
04.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 163'199 CHF | 165'199 CHF | 98.68% | 98.68% |
03.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 153'971 CHF | 155'971 CHF | 99.47% | 99.47% |
02.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 136'016 CHF | 138'016 CHF | 99.55% | 99.55% |