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 | 0.86% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 140'472 | 140'472 | 162'686 CHF | 164'091 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 166'840 CHF | 168'240 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 140'000 | 140'000 | 139'898 | 139'898 | 162'008 CHF | 163'408 CHF | 100.00% | 100.00% |
10.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 158'093 CHF | 159'593 CHF | 99.99% | 99.99% |
09.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 149'809 | 149'809 | 157'892 CHF | 159'392 CHF | 99.73% | 99.73% |
08.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 156'925 CHF | 158'425 CHF | 99.31% | 99.31% |
05.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 155'064 CHF | 156'564 CHF | 100.00% | 100.00% |
04.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 151'017 CHF | 152'517 CHF | 99.64% | 99.64% |
03.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 140'644 CHF | 142'144 CHF | 100.00% | 100.00% |
02.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 136'922 CHF | 138'422 CHF | 100.00% | 100.00% |