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 | 0.53% | 1.80 CHF | 1.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 377'705 CHF | 379'705 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 2.08 CHF | 2.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 362'212 CHF | 364'212 CHF | 99.87% | 99.87% |
11.07.2024 | 0.62% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 322'232 CHF | 324'232 CHF | 97.14% | 97.14% |
10.07.2024 | 0.68% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 293'716 CHF | 295'716 CHF | 96.20% | 96.20% |
09.07.2024 | 0.68% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 293'550 CHF | 295'550 CHF | 99.66% | 99.66% |
08.07.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 346'810 CHF | 348'810 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 361'139 CHF | 363'139 CHF | 98.84% | 98.84% |
04.07.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 322'739 CHF | 324'739 CHF | 100.00% | 100.00% |
03.07.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 300'345 CHF | 302'345 CHF | 99.33% | 99.33% |
02.07.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 247'727 CHF | 249'727 CHF | 99.48% | 99.48% |