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 | 1.10% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 181'686 CHF | 183'686 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'012 CHF | 199'012 CHF | 99.88% | 99.88% |
11.07.2024 | 0.86% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 231'133 CHF | 233'133 CHF | 82.07% | 82.07% |
10.07.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 262'121 CHF | 264'121 CHF | 96.18% | 96.18% |
09.07.2024 | 0.80% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 250'411 CHF | 252'411 CHF | 99.65% | 99.65% |
08.07.2024 | 0.94% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'056 CHF | 215'056 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'634 CHF | 214'634 CHF | 99.81% | 99.81% |
04.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'474 CHF | 244'474 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'443 CHF | 277'443 CHF | 99.32% | 99.32% |
02.07.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'573 CHF | 325'573 CHF | 99.35% | 99.35% |