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 | 1.33% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 97'277 CHF | 98'577 CHF | 100.00% | 100.00% |
12.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 97'305 CHF | 98'605 CHF | 100.00% | 100.00% |
11.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 129'928 | 129'928 | 99'627 CHF | 100'927 CHF | 99.99% | 99.99% |
10.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 104'066 CHF | 105'381 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 140'000 | 140'000 | 134'759 | 134'759 | 107'871 CHF | 109'219 CHF | 100.00% | 100.00% |
08.07.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 94'271 CHF | 95'571 CHF | 99.99% | 99.99% |
05.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 96'560 CHF | 97'860 CHF | 100.00% | 100.00% |
04.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 96'021 CHF | 97'321 CHF | 100.00% | 100.00% |
03.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 102'133 CHF | 103'435 CHF | 100.00% | 100.00% |
02.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 117'717 CHF | 119'117 CHF | 100.00% | 100.00% |