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 | 0.64% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'628 CHF | 312'628 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 298'219 CHF | 300'219 CHF | 99.96% | 99.96% |
11.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 272'555 CHF | 274'555 CHF | 98.83% | 98.83% |
10.07.2024 | 0.92% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'326 CHF | 219'326 CHF | 96.17% | 96.17% |
09.07.2024 | 0.89% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 223'481 CHF | 225'481 CHF | 99.63% | 99.63% |
08.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'439 CHF | 215'439 CHF | 100.00% | 100.00% |
05.07.2024 | 0.91% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 218'554 CHF | 220'554 CHF | 100.00% | 100.00% |
04.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'795 CHF | 216'795 CHF | 100.00% | 100.00% |
03.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 208'479 CHF | 210'479 CHF | 99.32% | 99.32% |
02.07.2024 | 1.07% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'724 CHF | 188'724 CHF | 99.53% | 99.53% |