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 | 0.81% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 247'431 CHF | 249'431 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 237'183 CHF | 239'183 CHF | 99.97% | 99.97% |
11.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'382 CHF | 216'382 CHF | 98.78% | 98.78% |
10.07.2024 | 1.19% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 167'436 CHF | 169'436 CHF | 96.17% | 96.17% |
09.07.2024 | 1.16% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 172'347 CHF | 174'347 CHF | 99.63% | 99.63% |
08.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'687 CHF | 166'687 CHF | 100.00% | 100.00% |
05.07.2024 | 1.18% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 168'862 CHF | 170'862 CHF | 99.99% | 99.99% |
04.07.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 166'291 CHF | 168'291 CHF | 100.00% | 100.00% |
03.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'768 CHF | 163'768 CHF | 99.33% | 99.33% |
02.07.2024 | 1.38% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'920 CHF | 145'920 CHF | 99.53% | 99.53% |