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 | 0.89% | 1.11 CHF | 1.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 145'239 CHF | 146'539 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 145'148 CHF | 146'448 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 130'000 | 130'000 | 129'930 | 129'930 | 147'457 CHF | 148'757 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 152'264 CHF | 153'578 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 140'000 | 140'000 | 134'754 | 134'754 | 157'283 CHF | 158'631 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 141'946 CHF | 143'246 CHF | 99.99% | 99.99% |
05.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 144'381 CHF | 145'681 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 143'812 CHF | 145'112 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 149'946 CHF | 151'247 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 168'981 CHF | 170'381 CHF | 99.99% | 99.99% |