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 | 1.15% | 0.85 CHF | 0.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 130'237 CHF | 131'737 CHF | 99.95% | 99.95% |
12.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 126'111 CHF | 127'611 CHF | 95.53% | 95.53% |
11.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 126'965 CHF | 128'465 CHF | 90.64% | 90.64% |
10.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 123'125 CHF | 124'625 CHF | 91.91% | 91.91% |
09.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 150'000 | 150'000 | 149'995 | 150'000 | 125'667 CHF | 127'171 CHF | 98.87% | 98.87% |
08.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 128'936 CHF | 130'436 CHF | 95.68% | 95.68% |
05.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 127'138 CHF | 128'638 CHF | 98.30% | 98.30% |
04.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 124'920 CHF | 126'420 CHF | 99.99% | 99.99% |
03.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 128'179 CHF | 129'679 CHF | 98.56% | 98.56% |
02.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 135'773 CHF | 137'273 CHF | 95.56% | 95.56% |