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 | 0.73% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 271'339 CHF | 273'339 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 268'917 CHF | 270'917 CHF | 99.98% | 99.98% |
11.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 270'724 CHF | 272'724 CHF | 98.62% | 98.62% |
10.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 277'824 CHF | 279'824 CHF | 96.19% | 96.19% |
09.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 283'138 CHF | 285'138 CHF | 99.65% | 99.65% |
08.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 263'881 CHF | 265'881 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 269'830 CHF | 271'830 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 265'215 CHF | 267'215 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'665 CHF | 280'665 CHF | 99.00% | 99.00% |
02.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 297'460 CHF | 299'460 CHF | 84.39% | 84.39% |