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 | 0.68% | 1.47 CHF | 1.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 220'048 CHF | 221'548 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 220'850 CHF | 222'350 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 150'000 | 150'000 | 149'915 | 149'915 | 219'825 CHF | 221'325 CHF | 99.99% | 99.99% |
10.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 219'633 CHF | 221'133 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 219'388 CHF | 220'888 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 220'419 CHF | 221'919 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 227'266 CHF | 228'766 CHF | 99.82% | 99.82% |
04.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 228'502 CHF | 230'002 CHF | 99.50% | 99.50% |
03.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 224'236 CHF | 225'736 CHF | 99.36% | 99.36% |
02.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 226'208 CHF | 227'708 CHF | 100.00% | 100.00% |