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 | 1.87% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'696 CHF | 108'696 CHF | 100.00% | 100.00% |
12.07.2024 | 1.68% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'570 CHF | 120'570 CHF | 99.97% | 99.97% |
11.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 135'268 CHF | 137'268 CHF | 98.69% | 98.69% |
10.07.2024 | 1.10% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 181'755 CHF | 183'755 CHF | 96.17% | 96.17% |
09.07.2024 | 1.14% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 174'966 CHF | 176'966 CHF | 99.64% | 99.64% |
08.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 188'342 CHF | 190'342 CHF | 100.00% | 100.00% |
05.07.2024 | 1.09% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 183'076 CHF | 185'076 CHF | 100.00% | 100.00% |
04.07.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'745 CHF | 191'745 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 199'768 CHF | 201'768 CHF | 99.32% | 99.32% |
02.07.2024 | 0.89% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 223'177 CHF | 225'177 CHF | 99.49% | 99.49% |