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 | 0.83% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 140'473 | 140'473 | 167'959 CHF | 169'364 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 171'885 CHF | 173'285 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 140'000 | 140'000 | 139'903 | 139'903 | 167'029 CHF | 168'429 CHF | 99.99% | 99.99% |
10.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 163'746 CHF | 165'246 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 149'807 | 149'807 | 163'614 CHF | 165'114 CHF | 99.77% | 99.77% |
08.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 162'638 CHF | 164'138 CHF | 99.28% | 99.28% |
05.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 160'781 CHF | 162'281 CHF | 99.99% | 99.99% |
04.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 156'692 CHF | 158'192 CHF | 99.62% | 99.62% |
03.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 146'524 CHF | 148'024 CHF | 100.00% | 100.00% |
02.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 142'853 CHF | 144'353 CHF | 100.00% | 100.00% |