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 | 0.77% | 1.24 CHF | 1.25 CHF | 150'000 | 150'000 | 140'472 | 140'472 | 182'188 CHF | 183'593 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 186'211 CHF | 187'611 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 140'000 | 140'000 | 139'903 | 139'903 | 181'565 CHF | 182'965 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 179'063 CHF | 180'563 CHF | 99.99% | 99.99% |
09.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 150'000 | 150'000 | 149'812 | 149'812 | 178'849 CHF | 180'349 CHF | 99.76% | 99.76% |
08.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 177'881 CHF | 179'381 CHF | 99.30% | 99.30% |
05.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 176'068 CHF | 177'568 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 172'149 CHF | 173'649 CHF | 99.63% | 99.63% |
03.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 161'863 CHF | 163'363 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 158'111 CHF | 159'611 CHF | 100.00% | 100.00% |