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 | 0.65% | 1.48 CHF | 1.49 CHF | 150'000 | 150'000 | 140'473 | 140'473 | 215'093 CHF | 216'498 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 218'918 CHF | 220'318 CHF | 100.00% | 100.00% |
11.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 140'000 | 140'000 | 139'892 | 139'892 | 214'075 CHF | 215'475 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 214'136 CHF | 215'636 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 149'808 | 149'808 | 213'724 CHF | 215'224 CHF | 99.76% | 99.76% |
08.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 212'851 CHF | 214'351 CHF | 99.25% | 99.25% |
05.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 211'008 CHF | 212'508 CHF | 100.00% | 100.00% |
04.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 207'160 CHF | 208'660 CHF | 99.54% | 99.54% |
03.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 196'834 CHF | 198'334 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 193'056 CHF | 194'556 CHF | 99.99% | 99.99% |