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 | 0.71% | 1.34 CHF | 1.35 CHF | 150'000 | 150'000 | 140'473 | 140'473 | 196'388 CHF | 197'792 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 200'363 CHF | 201'763 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 140'000 | 140'000 | 139'900 | 139'900 | 195'552 CHF | 196'952 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 194'063 CHF | 195'563 CHF | 99.99% | 99.99% |
09.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 150'000 | 150'000 | 149'810 | 149'810 | 193'938 CHF | 195'438 CHF | 99.76% | 99.76% |
08.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 193'071 CHF | 194'571 CHF | 99.26% | 99.26% |
05.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 191'198 CHF | 192'698 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 187'155 CHF | 188'655 CHF | 99.54% | 99.54% |
03.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 176'863 CHF | 178'363 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'257 CHF | 174'757 CHF | 100.00% | 100.00% |