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 | 96'938 CHF | 98'238 CHF | 100.00% | 100.00% |
12.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 96'839 CHF | 98'139 CHF | 100.00% | 100.00% |
11.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 129'928 | 129'928 | 99'290 CHF | 100'590 CHF | 99.99% | 99.99% |
10.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 103'592 CHF | 104'907 CHF | 100.00% | 100.00% |
09.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 140'000 | 140'000 | 134'759 | 134'759 | 107'419 CHF | 108'767 CHF | 100.00% | 100.00% |
08.07.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 93'865 CHF | 95'165 CHF | 99.99% | 99.99% |
05.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 96'234 CHF | 97'534 CHF | 100.00% | 100.00% |
04.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 95'637 CHF | 96'937 CHF | 100.00% | 100.00% |
03.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 101'747 CHF | 103'048 CHF | 100.00% | 100.00% |
02.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 117'278 CHF | 118'678 CHF | 100.00% | 100.00% |