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 | 0.55% | 1.72 CHF | 1.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 273'891 CHF | 275'391 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 272'555 CHF | 274'055 CHF | 98.98% | 98.98% |
11.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 275'159 CHF | 276'659 CHF | 99.69% | 99.69% |
10.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 266'597 CHF | 268'097 CHF | 99.84% | 99.84% |
09.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 278'984 CHF | 280'484 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 261'595 CHF | 263'095 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 258'887 CHF | 260'387 CHF | 100.00% | 100.00% |
04.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 262'993 CHF | 264'493 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 259'690 CHF | 261'190 CHF | 99.51% | 99.51% |
02.07.2024 | 0.62% | 1.70 CHF | 1.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 243'391 CHF | 244'891 CHF | 100.00% | 100.00% |