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 | 1.08% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 138'251 CHF | 139'751 CHF | 100.00% | 100.00% |
12.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 139'632 CHF | 141'132 CHF | 100.00% | 100.00% |
11.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 150'000 | 150'000 | 149'912 | 149'912 | 138'369 CHF | 139'869 CHF | 100.00% | 100.00% |
10.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 138'367 CHF | 139'867 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 138'140 CHF | 139'640 CHF | 100.00% | 100.00% |
08.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 139'240 CHF | 140'740 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 146'049 CHF | 147'549 CHF | 99.82% | 99.82% |
04.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 147'390 CHF | 148'890 CHF | 99.50% | 99.50% |
03.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 143'108 CHF | 144'608 CHF | 99.36% | 99.36% |
02.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 145'371 CHF | 146'871 CHF | 100.00% | 100.00% |