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 | 0.79% | 1.21 CHF | 1.22 CHF | 150'000 | 150'000 | 140'473 | 140'473 | 177'421 CHF | 178'825 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 181'418 CHF | 182'818 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 140'000 | 140'000 | 139'898 | 139'898 | 176'556 CHF | 177'956 CHF | 99.99% | 99.99% |
10.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'773 CHF | 175'273 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 150'000 | 150'000 | 149'807 | 149'807 | 173'409 CHF | 174'909 CHF | 99.73% | 99.73% |
08.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 172'759 CHF | 174'259 CHF | 99.32% | 99.32% |
05.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 170'653 CHF | 172'153 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 166'797 CHF | 168'297 CHF | 99.66% | 99.66% |
03.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 156'339 CHF | 157'839 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 152'526 CHF | 154'026 CHF | 99.99% | 99.99% |