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 | 1.83% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 199'448 | 199'448 | 108'210 CHF | 110'204 CHF | 100.00% | 100.00% |
12.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 109'115 CHF | 111'107 CHF | 100.00% | 100.00% |
11.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 199'099 | 199'099 | 110'396 CHF | 112'388 CHF | 99.99% | 99.99% |
10.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 111'951 CHF | 113'943 CHF | 100.00% | 100.00% |
09.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 199'374 | 199'374 | 111'534 CHF | 113'528 CHF | 100.00% | 100.00% |
08.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 197'947 | 197'947 | 120'544 CHF | 122'523 CHF | 100.00% | 100.00% |
05.07.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 195'000 | 195'000 | 194'480 | 194'480 | 124'387 CHF | 126'332 CHF | 100.00% | 100.00% |
04.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 126'734 CHF | 128'676 CHF | 100.00% | 100.00% |
03.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 195'000 | 195'000 | 194'267 | 194'267 | 122'073 CHF | 124'016 CHF | 99.38% | 99.38% |
02.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 205'000 | 205'000 | 201'232 | 201'232 | 109'869 CHF | 111'881 CHF | 100.00% | 100.00% |