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 | 0.95% | 1.04 CHF | 1.05 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 136'129 CHF | 137'429 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 136'056 CHF | 137'356 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 130'000 | 130'000 | 129'882 | 129'882 | 138'366 CHF | 139'666 CHF | 100.00% | 100.00% |
10.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 131'475 | 131'475 | 143'227 CHF | 144'542 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 140'000 | 140'000 | 134'760 | 134'760 | 148'005 CHF | 149'352 CHF | 99.99% | 99.99% |
08.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 132'879 CHF | 134'179 CHF | 99.99% | 99.99% |
05.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 135'308 CHF | 136'608 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 134'751 CHF | 136'051 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 140'968 CHF | 142'269 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 159'486 CHF | 160'886 CHF | 100.00% | 100.00% |