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 | 0.83% | 1.20 CHF | 1.21 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 156'185 CHF | 157'485 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 156'254 CHF | 157'554 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 130'000 | 130'000 | 129'887 | 129'887 | 158'547 CHF | 159'847 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 130'000 | 130'000 | 131'475 | 131'475 | 163'654 CHF | 164'969 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 140'000 | 140'000 | 134'762 | 134'762 | 168'977 CHF | 170'325 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 152'939 CHF | 154'239 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 155'345 CHF | 156'645 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 154'805 CHF | 156'105 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 161'171 CHF | 162'473 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 181'026 CHF | 182'426 CHF | 100.00% | 100.00% |