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 | 0.92% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 140'472 | 140'472 | 151'217 CHF | 152'622 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 155'225 CHF | 156'625 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 140'000 | 140'000 | 139'898 | 139'898 | 150'415 CHF | 151'815 CHF | 100.00% | 100.00% |
10.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 146'140 CHF | 147'640 CHF | 99.99% | 99.99% |
09.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 149'812 | 149'812 | 145'923 CHF | 147'423 CHF | 99.76% | 99.76% |
08.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 144'992 CHF | 146'492 CHF | 99.31% | 99.31% |
05.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 143'146 CHF | 144'646 CHF | 100.00% | 100.00% |
04.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 139'249 CHF | 140'749 CHF | 99.65% | 99.65% |
03.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 129'168 CHF | 130'668 CHF | 100.00% | 100.00% |
02.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 125'366 CHF | 126'866 CHF | 100.00% | 100.00% |