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 | 1.95% | 1.08 CHF | 1.10 CHF | 75'000 | 75'000 | 62'201 | 62'201 | 66'830 CHF | 68'058 CHF | 98.73% | 98.73% |
12.07.2024 | 1.65% | 1.09 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'947 CHF | 82'290 CHF | 99.38% | 99.38% |
11.07.2024 | 1.56% | 1.07 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'790 CHF | 79'011 CHF | 99.15% | 99.15% |
10.07.2024 | 1.71% | 1.01 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'476 CHF | 76'777 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 0.99 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'478 CHF | 76'643 CHF | 100.00% | 100.00% |
08.07.2024 | 1.63% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'060 CHF | 77'306 CHF | 100.00% | 100.00% |
05.07.2024 | 1.65% | 1.01 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'560 CHF | 77'838 CHF | 99.62% | 99.62% |
04.07.2024 | 1.42% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'354 CHF | 78'457 CHF | 100.00% | 100.00% |
03.07.2024 | 1.67% | 1.02 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'534 CHF | 77'825 CHF | 99.73% | 99.73% |
02.07.2024 | 1.65% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'522 CHF | 76'776 CHF | 100.00% | 100.00% |