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 | 1.13% | 0.89 CHF | 0.90 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 114'511 CHF | 115'811 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 114'374 CHF | 115'674 CHF | 100.00% | 100.00% |
11.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 130'000 | 130'000 | 129'922 | 129'922 | 111'621 CHF | 112'921 CHF | 100.00% | 100.00% |
10.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 130'000 | 130'000 | 131'477 | 131'477 | 109'353 CHF | 110'668 CHF | 100.00% | 100.00% |
09.07.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 140'000 | 140'000 | 134'761 | 134'761 | 110'806 CHF | 112'154 CHF | 100.00% | 100.00% |
08.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 116'788 CHF | 118'088 CHF | 99.99% | 99.99% |
05.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 114'903 CHF | 116'203 CHF | 100.00% | 100.00% |
04.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 115'600 CHF | 116'900 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 130'000 | 130'000 | 130'129 | 130'129 | 109'368 CHF | 110'670 CHF | 100.00% | 100.00% |
02.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 109'045 CHF | 110'445 CHF | 99.99% | 99.99% |