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 | 1.27% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 156'053 CHF | 158'053 CHF | 100.00% | 100.00% |
12.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 158'563 CHF | 160'563 CHF | 99.98% | 99.98% |
11.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 156'399 CHF | 158'399 CHF | 98.49% | 98.49% |
10.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 148'593 CHF | 150'593 CHF | 96.17% | 96.17% |
09.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'430 CHF | 145'430 CHF | 99.67% | 99.67% |
08.07.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'439 CHF | 164'439 CHF | 100.00% | 100.00% |
05.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 157'654 CHF | 159'654 CHF | 100.00% | 100.00% |
04.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'424 CHF | 164'424 CHF | 100.00% | 100.00% |
03.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 149'118 CHF | 151'118 CHF | 99.01% | 99.01% |
02.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 129'283 CHF | 131'283 CHF | 84.35% | 84.35% |