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 | 1.07% | 0.93 CHF | 0.94 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 139'979 CHF | 47'160 CHF | 99.38% | 99.38% |
12.07.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 155'052 CHF | 52'184 CHF | 99.38% | 99.38% |
11.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 149'819 CHF | 50'440 CHF | 91.39% | 91.39% |
10.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 233'675 CHF | 78'392 CHF | 99.36% | 99.36% |
09.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 251'184 CHF | 84'228 CHF | 99.37% | 99.37% |
08.07.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 266'773 CHF | 89'424 CHF | 99.38% | 99.38% |
05.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 263'450 CHF | 88'317 CHF | 99.00% | 99.00% |
04.07.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 265'487 CHF | 88'996 CHF | 91.02% | 91.02% |
03.07.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 214'529 CHF | 72'010 CHF | 99.38% | 99.38% |
02.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 183'238 CHF | 61'579 CHF | 99.37% | 99.37% |