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 | 1.48% | 0.67 CHF | 0.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 83'723 CHF | 84'973 CHF | 100.00% | 100.00% |
12.07.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 101'646 CHF | 102'896 CHF | 100.00% | 100.00% |
11.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 98'344 CHF | 99'594 CHF | 100.00% | 100.00% |
10.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 104'674 CHF | 106'174 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 107'801 CHF | 109'301 CHF | 100.00% | 100.00% |
08.07.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 90'191 CHF | 91'441 CHF | 100.00% | 100.00% |
05.07.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'551 CHF | 98'801 CHF | 100.00% | 100.00% |
04.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'280 CHF | 98'530 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 99'481 CHF | 100'730 CHF | 100.00% | 100.00% |
02.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 125'000 | 125'000 | 139'957 | 139'957 | 110'544 CHF | 111'944 CHF | 100.00% | 100.00% |