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 | 1.11% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 118'872 | 118'872 | 108'098 CHF | 109'288 CHF | 100.00% | 100.00% |
12.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 118'876 | 118'876 | 107'466 CHF | 108'656 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 120'000 | 120'000 | 118'873 | 118'873 | 109'020 CHF | 110'210 CHF | 99.95% | 99.95% |
10.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 118'874 | 118'874 | 101'054 CHF | 102'244 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 118'873 | 118'870 | 101'587 CHF | 102'775 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 120'000 | 120'000 | 118'875 | 118'875 | 105'455 CHF | 106'645 CHF | 100.00% | 100.00% |
05.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 118'874 | 118'874 | 109'238 CHF | 110'428 CHF | 100.00% | 100.00% |
04.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 120'000 | 120'000 | 118'875 | 118'875 | 108'517 CHF | 109'707 CHF | 100.00% | 100.00% |
03.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 118'874 | 118'874 | 107'138 CHF | 108'328 CHF | 99.86% | 99.86% |
02.07.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 118'880 | 118'874 | 99'711 CHF | 100'895 CHF | 100.00% | 100.00% |