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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 2.53% | 1.20 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'484 CHF | 93'824 CHF | 98.91% | 98.91% |
11.07.2024 | 2.59% | 1.15 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'719 CHF | 91'045 CHF | 89.99% | 89.99% |
10.07.2024 | 2.96% | 1.08 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'428 CHF | 78'722 CHF | 100.00% | 100.00% |
09.07.2024 | 2.93% | 1.01 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'501 CHF | 79'808 CHF | 100.00% | 100.00% |
08.07.2024 | 3.00% | 1.02 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'645 CHF | 77'945 CHF | 99.71% | 99.71% |
05.07.2024 | 3.00% | 0.97 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'476 CHF | 77'771 CHF | 98.81% | 98.81% |
04.07.2024 | 3.03% | 1.02 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'699 CHF | 76'993 CHF | 100.00% | 100.00% |
03.07.2024 | 3.17% | 0.94 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'948 CHF | 73'235 CHF | 99.73% | 99.73% |
02.07.2024 | 3.26% | 0.95 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'302 CHF | 71'597 CHF | 100.00% | 100.00% |
01.07.2024 | 3.21% | 0.97 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'658 CHF | 72'962 CHF | 91.55% | 91.55% |