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 | 1.13% | 0.87 CHF | 0.88 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 83'782 CHF | 84'732 CHF | 100.00% | 100.00% |
12.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 80'373 CHF | 81'323 CHF | 100.00% | 100.00% |
11.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'906 | 99'906 | 71'332 CHF | 72'332 CHF | 100.00% | 100.00% |
10.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'408 CHF | 70'408 CHF | 100.00% | 100.00% |
09.07.2024 | 1.36% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 98'724 | 98'724 | 72'269 CHF | 73'256 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 76'699 CHF | 77'649 CHF | 100.00% | 100.00% |
05.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 81'789 CHF | 82'739 CHF | 99.81% | 99.81% |
04.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 82'164 CHF | 83'114 CHF | 99.49% | 99.49% |
03.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 81'297 CHF | 82'247 CHF | 99.35% | 99.35% |
02.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 95'699 | 95'699 | 74'764 CHF | 75'721 CHF | 100.00% | 100.00% |