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 | 1.35% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 110'738 CHF | 112'238 CHF | 100.00% | 100.00% |
12.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 111'577 CHF | 113'077 CHF | 100.00% | 100.00% |
11.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 150'000 | 150'000 | 149'906 | 149'906 | 110'898 CHF | 112'398 CHF | 100.00% | 100.00% |
10.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 110'705 CHF | 112'205 CHF | 100.00% | 100.00% |
09.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 110'763 CHF | 112'263 CHF | 100.00% | 100.00% |
08.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 111'744 CHF | 113'244 CHF | 100.00% | 100.00% |
05.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 118'434 CHF | 119'934 CHF | 99.82% | 99.82% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 119'844 CHF | 121'344 CHF | 99.50% | 99.50% |
03.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 115'472 CHF | 116'972 CHF | 99.37% | 99.37% |
02.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 117'790 CHF | 119'290 CHF | 100.00% | 100.00% |