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 | 0.88% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 169'483 CHF | 170'983 CHF | 99.99% | 99.99% |
12.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 170'568 CHF | 172'068 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 149'912 | 149'912 | 169'442 CHF | 170'942 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 169'281 CHF | 170'781 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 169'272 CHF | 170'772 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 170'220 CHF | 171'720 CHF | 99.99% | 99.99% |
05.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 176'971 CHF | 178'471 CHF | 99.81% | 99.81% |
04.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 178'378 CHF | 179'878 CHF | 99.49% | 99.49% |
03.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 174'017 CHF | 175'517 CHF | 99.35% | 99.35% |
02.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 176'239 CHF | 177'739 CHF | 100.00% | 100.00% |