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 | 0.64% | 1.45 CHF | 1.46 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 234'457 CHF | 235'957 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 233'221 CHF | 234'721 CHF | 98.98% | 98.98% |
11.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 235'764 CHF | 237'264 CHF | 99.76% | 99.76% |
10.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 226'879 CHF | 228'379 CHF | 99.83% | 99.83% |
09.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 239'398 CHF | 240'898 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 221'244 CHF | 222'744 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 218'332 CHF | 219'832 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 222'629 CHF | 224'129 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 219'157 CHF | 220'657 CHF | 99.51% | 99.51% |
02.07.2024 | 0.74% | 1.43 CHF | 1.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 202'140 CHF | 203'640 CHF | 99.99% | 99.99% |