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 | 0.63% | 1.51 CHF | 1.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 317'843 CHF | 319'843 CHF | 100.00% | 100.00% |
12.07.2024 | 0.66% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 304'444 CHF | 306'444 CHF | 99.86% | 99.86% |
11.07.2024 | 0.74% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 268'716 CHF | 270'716 CHF | 97.35% | 97.35% |
10.07.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 244'092 CHF | 246'092 CHF | 96.18% | 96.18% |
09.07.2024 | 0.82% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'766 CHF | 244'766 CHF | 99.65% | 99.65% |
08.07.2024 | 0.68% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 291'355 CHF | 293'355 CHF | 100.00% | 100.00% |
05.07.2024 | 0.65% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 305'384 CHF | 307'384 CHF | 98.85% | 98.85% |
04.07.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 270'658 CHF | 272'658 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 251'876 CHF | 253'876 CHF | 99.32% | 99.32% |
02.07.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 204'960 CHF | 206'960 CHF | 99.53% | 99.53% |