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 | 0.80% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 186'508 CHF | 188'008 CHF | 99.99% | 99.99% |
12.07.2024 | 0.81% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 149'999 | 150'000 | 185'309 CHF | 186'810 CHF | 100.00% | 100.00% |
11.07.2024 | 0.95% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 149'855 | 149'855 | 158'922 CHF | 160'422 CHF | 99.99% | 99.99% |
10.07.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 171'770 CHF | 173'270 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 149'994 | 150'000 | 170'029 CHF | 171'536 CHF | 99.99% | 99.99% |
08.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 167'501 CHF | 169'001 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 1.05 CHF | 1.06 CHF | 150'000 | 150'000 | 149'996 | 150'000 | 191'046 CHF | 192'551 CHF | 99.99% | 99.99% |
04.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 150'000 | 150'000 | 150'000 | 149'999 | 212'463 CHF | 213'962 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 1.35 CHF | 1.36 CHF | 150'000 | 150'000 | 149'997 | 149'992 | 221'605 CHF | 223'096 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 1.73 CHF | 1.74 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 279'123 CHF | 280'622 CHF | 99.98% | 99.98% |