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 | 0.59% | 1.70 CHF | 1.71 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 219'610 CHF | 220'910 CHF | 99.99% | 99.99% |
12.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 219'358 CHF | 220'658 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 130'000 | 130'000 | 129'886 | 129'886 | 216'309 CHF | 217'609 CHF | 99.99% | 99.99% |
10.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 130'000 | 130'000 | 131'475 | 131'475 | 215'186 CHF | 216'501 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 140'000 | 140'000 | 134'760 | 134'760 | 219'145 CHF | 220'493 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 221'168 CHF | 222'468 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 219'347 CHF | 220'647 CHF | 100.00% | 100.00% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 220'019 CHF | 221'319 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 214'003 CHF | 215'305 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 221'399 CHF | 222'799 CHF | 99.99% | 99.99% |