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 | 1.04% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'752 CHF | 72'502 CHF | 98.72% | 98.72% |
12.07.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'909 CHF | 71'659 CHF | 99.38% | 99.38% |
11.07.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'752 CHF | 69'502 CHF | 99.16% | 99.16% |
10.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'858 CHF | 66'608 CHF | 100.00% | 100.00% |
09.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'410 CHF | 68'160 CHF | 100.00% | 100.00% |
08.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'694 CHF | 68'444 CHF | 97.72% | 97.72% |
05.07.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'648 CHF | 72'398 CHF | 99.62% | 99.62% |
04.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'325 CHF | 71'075 CHF | 100.00% | 100.00% |
03.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'773 CHF | 68'523 CHF | 99.73% | 99.73% |
02.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'381 CHF | 63'131 CHF | 100.00% | 100.00% |