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 | 0.73% | 1.37 CHF | 1.38 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 122'330 CHF | 123'230 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 121'109 CHF | 122'009 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 122'208 CHF | 123'108 CHF | 99.99% | 99.99% |
10.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 120'898 CHF | 121'798 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 90'000 | 90'000 | 89'778 | 89'778 | 119'860 CHF | 120'760 CHF | 100.00% | 100.00% |
08.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 90'000 | 90'000 | 89'847 | 89'847 | 124'730 CHF | 125'630 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 122'690 CHF | 123'590 CHF | 99.99% | 99.99% |
04.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 121'208 CHF | 122'108 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 98'225 | 98'225 | 127'932 CHF | 128'914 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'915 CHF | 124'915 CHF | 100.00% | 100.00% |