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 | 2.01% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 74'039 CHF | 75'539 CHF | 99.99% | 99.99% |
12.07.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 75'327 CHF | 76'827 CHF | 100.00% | 100.00% |
11.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 149'895 | 149'895 | 74'348 CHF | 75'848 CHF | 100.00% | 100.00% |
10.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 74'588 CHF | 76'088 CHF | 100.00% | 100.00% |
09.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 74'295 CHF | 75'795 CHF | 100.00% | 100.00% |
08.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 75'438 CHF | 76'938 CHF | 100.00% | 100.00% |
05.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 82'211 CHF | 83'711 CHF | 99.82% | 99.82% |
04.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 83'414 CHF | 84'914 CHF | 99.50% | 99.50% |
03.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 79'077 CHF | 80'577 CHF | 99.37% | 99.37% |
02.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 81'684 CHF | 83'184 CHF | 100.00% | 100.00% |