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 | 0.99% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 151'378 CHF | 152'878 CHF | 99.95% | 99.95% |
12.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 147'349 CHF | 148'849 CHF | 95.53% | 95.53% |
11.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 149'994 | 150'000 | 148'069 CHF | 149'575 CHF | 90.64% | 90.64% |
10.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 144'167 CHF | 145'667 CHF | 91.92% | 91.92% |
09.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 146'718 CHF | 148'218 CHF | 98.93% | 98.93% |
08.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 149'961 CHF | 151'461 CHF | 95.68% | 95.68% |
05.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 148'179 CHF | 149'679 CHF | 98.30% | 98.30% |
04.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 145'983 CHF | 147'483 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 149'164 CHF | 150'664 CHF | 99.14% | 99.14% |
02.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 156'748 CHF | 158'248 CHF | 95.55% | 95.55% |