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% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'938 CHF | 312'938 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 330'701 CHF | 332'701 CHF | 99.86% | 99.86% |
11.07.2024 | 0.53% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 374'841 CHF | 376'841 CHF | 97.20% | 97.20% |
10.07.2024 | 0.48% | 1.98 CHF | 1.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 414'283 CHF | 416'283 CHF | 96.17% | 96.17% |
09.07.2024 | 0.50% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 402'657 CHF | 404'657 CHF | 99.63% | 99.63% |
08.07.2024 | 0.57% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 350'058 CHF | 352'058 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 346'249 CHF | 348'249 CHF | 98.85% | 98.85% |
04.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 386'605 CHF | 388'605 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.03 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 425'576 CHF | 427'576 CHF | 99.32% | 99.32% |
02.07.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 487'176 CHF | 489'176 CHF | 99.42% | 99.42% |