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% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'244 CHF | 277'244 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 263'807 CHF | 265'807 CHF | 99.97% | 99.97% |
11.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 239'412 CHF | 241'412 CHF | 98.73% | 98.73% |
10.07.2024 | 1.06% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 188'055 CHF | 190'055 CHF | 96.17% | 96.17% |
09.07.2024 | 1.03% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 193'694 CHF | 195'694 CHF | 99.63% | 99.63% |
08.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 184'781 CHF | 186'781 CHF | 100.00% | 100.00% |
05.07.2024 | 1.05% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'489 CHF | 191'489 CHF | 100.00% | 100.00% |
04.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'305 CHF | 188'305 CHF | 100.00% | 100.00% |
03.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'918 CHF | 182'918 CHF | 99.33% | 99.33% |
02.07.2024 | 1.24% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'079 CHF | 163'079 CHF | 99.49% | 99.49% |