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 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'360 CHF | 174'860 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 174'312 CHF | 175'812 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 149'916 | 149'916 | 173'103 CHF | 174'603 CHF | 99.99% | 99.99% |
10.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'229 CHF | 174'729 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 172'789 CHF | 174'289 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 174'052 CHF | 175'552 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 180'837 CHF | 182'337 CHF | 99.81% | 99.81% |
04.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 182'075 CHF | 183'575 CHF | 99.49% | 99.49% |
03.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 177'780 CHF | 179'280 CHF | 99.37% | 99.37% |
02.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 180'036 CHF | 181'536 CHF | 100.00% | 100.00% |