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% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 272'141 CHF | 274'141 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 287'777 CHF | 289'777 CHF | 99.97% | 99.97% |
11.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 313'939 CHF | 315'939 CHF | 98.68% | 98.68% |
10.07.2024 | 0.53% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 378'438 CHF | 380'438 CHF | 96.17% | 96.17% |
09.07.2024 | 0.54% | 1.95 CHF | 1.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 369'948 CHF | 371'948 CHF | 99.62% | 99.62% |
08.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 385'620 CHF | 387'620 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 2.02 CHF | 2.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 378'847 CHF | 380'847 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 386'068 CHF | 388'068 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 397'287 CHF | 399'287 CHF | 99.32% | 99.32% |
02.07.2024 | 0.47% | 2.03 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 427'098 CHF | 429'098 CHF | 99.52% | 99.52% |