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 | 1.35% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 199'447 | 199'447 | 146'705 CHF | 148'699 CHF | 100.00% | 100.00% |
12.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 147'581 CHF | 149'573 CHF | 100.00% | 100.00% |
11.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 199'099 | 199'099 | 148'740 CHF | 150'733 CHF | 100.00% | 100.00% |
10.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 150'311 CHF | 152'303 CHF | 100.00% | 100.00% |
09.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 199'374 | 199'374 | 149'865 CHF | 151'859 CHF | 100.00% | 100.00% |
08.07.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 197'947 | 197'947 | 158'541 CHF | 160'520 CHF | 100.00% | 100.00% |
05.07.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 195'000 | 195'000 | 194'479 | 194'479 | 161'778 CHF | 163'723 CHF | 100.00% | 100.00% |
04.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 164'195 CHF | 166'137 CHF | 100.00% | 100.00% |
03.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 195'000 | 195'000 | 194'266 | 194'266 | 159'494 CHF | 161'437 CHF | 99.38% | 99.38% |
02.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 205'000 | 205'000 | 201'234 | 201'234 | 148'107 CHF | 150'120 CHF | 100.00% | 100.00% |