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 | 1.58% | 0.62 CHF | 0.63 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 81'467 CHF | 82'767 CHF | 100.00% | 100.00% |
12.07.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 81'406 CHF | 82'706 CHF | 100.00% | 100.00% |
11.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 130'000 | 130'000 | 129'921 | 129'921 | 83'835 CHF | 85'135 CHF | 99.99% | 99.99% |
10.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 88'031 CHF | 89'345 CHF | 100.00% | 100.00% |
09.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 140'000 | 140'000 | 134'760 | 134'760 | 91'411 CHF | 92'759 CHF | 99.99% | 99.99% |
08.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 78'480 CHF | 79'780 CHF | 99.99% | 99.99% |
05.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 80'775 CHF | 82'075 CHF | 100.00% | 100.00% |
04.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 80'269 CHF | 81'569 CHF | 100.00% | 100.00% |
03.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 86'320 CHF | 87'621 CHF | 100.00% | 100.00% |
02.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 100'743 CHF | 102'143 CHF | 100.00% | 100.00% |