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 | 1.56% | 0.64 CHF | 0.65 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 82'785 CHF | 84'085 CHF | 100.00% | 100.00% |
12.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 82'763 CHF | 84'063 CHF | 100.00% | 100.00% |
11.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 129'926 | 129'926 | 79'920 CHF | 81'220 CHF | 99.99% | 99.99% |
10.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 77'263 CHF | 78'578 CHF | 100.00% | 100.00% |
09.07.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 140'000 | 140'000 | 134'759 | 134'759 | 77'962 CHF | 79'309 CHF | 100.00% | 100.00% |
08.07.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 85'187 CHF | 86'487 CHF | 99.99% | 99.99% |
05.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 83'246 CHF | 84'546 CHF | 99.99% | 99.99% |
04.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 83'809 CHF | 85'109 CHF | 100.00% | 100.00% |
03.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 77'798 CHF | 79'099 CHF | 100.00% | 100.00% |
02.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 75'148 CHF | 76'548 CHF | 100.00% | 100.00% |