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 | 1.63% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 91'048 CHF | 92'548 CHF | 100.00% | 100.00% |
12.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 91'980 CHF | 93'480 CHF | 100.00% | 100.00% |
11.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 149'891 | 149'891 | 91'181 CHF | 92'681 CHF | 100.00% | 100.00% |
10.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 91'186 CHF | 92'686 CHF | 100.00% | 100.00% |
09.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 91'111 CHF | 92'611 CHF | 100.00% | 100.00% |
08.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 92'219 CHF | 93'719 CHF | 100.00% | 100.00% |
05.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 98'813 CHF | 100'313 CHF | 99.81% | 99.81% |
04.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 100'310 CHF | 101'810 CHF | 99.49% | 99.49% |
03.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 95'728 CHF | 97'228 CHF | 99.35% | 99.35% |
02.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 98'299 CHF | 99'799 CHF | 100.00% | 100.00% |