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 | 1.31% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'362 CHF | 153'362 CHF | 100.00% | 100.00% |
12.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 149'060 CHF | 151'060 CHF | 99.97% | 99.97% |
11.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 150'406 CHF | 152'406 CHF | 83.50% | 83.50% |
10.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 158'330 CHF | 160'330 CHF | 96.18% | 96.18% |
09.07.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 163'689 CHF | 165'689 CHF | 99.66% | 99.66% |
08.07.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 144'582 CHF | 146'582 CHF | 100.00% | 100.00% |
05.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 150'299 CHF | 152'299 CHF | 100.00% | 100.00% |
04.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 145'764 CHF | 147'764 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'004 CHF | 161'004 CHF | 99.19% | 99.19% |
02.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 178'320 CHF | 180'320 CHF | 84.24% | 84.24% |