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 | 1.56% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 95'716 CHF | 97'216 CHF | 100.00% | 100.00% |
12.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'507 CHF | 96'007 CHF | 100.00% | 100.00% |
11.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 149'881 | 149'881 | 95'066 CHF | 96'566 CHF | 100.00% | 100.00% |
10.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'893 CHF | 96'393 CHF | 100.00% | 100.00% |
09.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'993 CHF | 96'493 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'002 CHF | 95'502 CHF | 100.00% | 100.00% |
05.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 87'874 CHF | 89'374 CHF | 99.81% | 99.81% |
04.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 86'583 CHF | 88'083 CHF | 99.49% | 99.49% |
03.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 90'878 CHF | 92'378 CHF | 99.37% | 99.37% |
02.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 87'984 CHF | 89'484 CHF | 100.00% | 100.00% |