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 | 2.34% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'581 CHF | 86'581 CHF | 100.00% | 100.00% |
12.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'495 CHF | 84'495 CHF | 99.98% | 99.98% |
11.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'432 CHF | 86'432 CHF | 98.61% | 98.61% |
10.07.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'932 CHF | 93'932 CHF | 96.18% | 96.18% |
09.07.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'325 CHF | 99'325 CHF | 99.66% | 99.66% |
08.07.2024 | 2.53% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'258 CHF | 80'258 CHF | 100.00% | 100.00% |
05.07.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'848 CHF | 85'848 CHF | 100.00% | 100.00% |
04.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'183 CHF | 81'183 CHF | 100.00% | 100.00% |
03.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'691 CHF | 94'691 CHF | 99.01% | 99.01% |
02.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'023 CHF | 114'023 CHF | 84.29% | 84.29% |