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 | 0.79% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 189'910 CHF | 191'410 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 190'904 CHF | 192'404 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 149'918 | 149'918 | 189'823 CHF | 191'323 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 189'908 CHF | 191'408 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 189'432 CHF | 190'932 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 190'501 CHF | 192'001 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 197'446 CHF | 198'946 CHF | 99.82% | 99.82% |
04.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 198'672 CHF | 200'172 CHF | 99.50% | 99.50% |
03.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 194'269 CHF | 195'769 CHF | 99.37% | 99.37% |
02.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 196'644 CHF | 198'144 CHF | 100.00% | 100.00% |