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 | 0.51% | 1.84 CHF | 1.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 293'079 CHF | 294'579 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 291'784 CHF | 293'284 CHF | 99.00% | 99.00% |
11.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 294'321 CHF | 295'821 CHF | 99.69% | 99.69% |
10.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 285'026 CHF | 286'526 CHF | 99.85% | 99.85% |
09.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 297'778 CHF | 299'278 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 279'052 CHF | 280'552 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.79 CHF | 1.80 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 275'956 CHF | 277'456 CHF | 100.00% | 100.00% |
04.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 280'393 CHF | 281'893 CHF | 100.00% | 100.00% |
03.07.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 276'845 CHF | 278'345 CHF | 99.24% | 99.24% |
02.07.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 259'203 CHF | 260'703 CHF | 100.00% | 100.00% |