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 | 1.12% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 178'185 CHF | 180'185 CHF | 100.00% | 100.00% |
12.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 177'922 CHF | 179'922 CHF | 100.00% | 100.00% |
11.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 159'041 CHF | 160'791 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 176'531 CHF | 178'281 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 174'897 CHF | 176'647 CHF | 100.00% | 100.00% |
08.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 152'606 CHF | 154'106 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 178'052 CHF | 179'802 CHF | 100.00% | 100.00% |
04.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 153'917 CHF | 155'417 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 158'631 CHF | 160'131 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 164'956 | 164'956 | 176'978 CHF | 178'627 CHF | 100.00% | 100.00% |