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 | 1.22% | 0.82 CHF | 0.83 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 105'562 CHF | 106'862 CHF | 100.00% | 100.00% |
12.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 105'558 CHF | 106'858 CHF | 100.00% | 100.00% |
11.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 130'000 | 130'000 | 129'927 | 129'927 | 102'680 CHF | 103'980 CHF | 100.00% | 100.00% |
10.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 100'404 CHF | 101'719 CHF | 100.00% | 100.00% |
09.07.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 140'000 | 140'000 | 134'760 | 134'760 | 101'642 CHF | 102'989 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 107'952 CHF | 109'252 CHF | 99.99% | 99.99% |
05.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 106'057 CHF | 107'357 CHF | 100.00% | 100.00% |
04.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 106'719 CHF | 108'019 CHF | 100.00% | 100.00% |
03.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 100'512 CHF | 101'814 CHF | 100.00% | 100.00% |
02.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 99'546 CHF | 100'945 CHF | 100.00% | 100.00% |