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 | 0.65% | 1.54 CHF | 1.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 191'608 CHF | 192'858 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 180'886 CHF | 182'136 CHF | 98.94% | 98.94% |
11.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 172'251 CHF | 173'501 CHF | 99.70% | 99.70% |
10.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 159'580 CHF | 160'830 CHF | 99.82% | 99.82% |
09.07.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 169'739 CHF | 170'989 CHF | 99.99% | 99.99% |
08.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 167'988 CHF | 169'238 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 161'235 CHF | 162'485 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 157'895 CHF | 159'145 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 145'095 CHF | 146'345 CHF | 99.49% | 99.49% |
02.07.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 125'000 | 125'000 | 147'613 | 147'614 | 157'270 CHF | 158'747 CHF | 100.00% | 100.00% |