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 | 0.80% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 187'612 CHF | 189'112 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 188'603 CHF | 190'103 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 150'000 | 150'000 | 149'915 | 149'915 | 187'590 CHF | 189'090 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 187'272 CHF | 188'772 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 187'263 CHF | 188'763 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 188'367 CHF | 189'867 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 194'933 CHF | 196'433 CHF | 99.81% | 99.81% |
04.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 196'332 CHF | 197'832 CHF | 99.49% | 99.49% |
03.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 191'969 CHF | 193'469 CHF | 99.35% | 99.35% |
02.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 194'185 CHF | 195'685 CHF | 100.00% | 100.00% |