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 | 0.65% | 1.26 CHF | 1.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 192'161 CHF | 193'411 CHF | 99.05% | 99.05% |
12.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 185'164 CHF | 186'414 CHF | 98.85% | 98.85% |
11.07.2024 | 0.91% | 1.39 CHF | 1.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 138'690 CHF | 139'940 CHF | 80.54% | 80.54% |
10.07.2024 | 1.09% | 1.11 CHF | 1.12 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 114'416 CHF | 115'666 CHF | 95.14% | 95.14% |
09.07.2024 | 1.16% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 107'545 CHF | 108'795 CHF | 98.70% | 98.70% |
08.07.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 107'079 CHF | 108'329 CHF | 98.58% | 98.58% |
05.07.2024 | 1.05% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 118'866 CHF | 120'116 CHF | 98.91% | 98.91% |
04.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 125'811 CHF | 127'061 CHF | 99.18% | 99.18% |
03.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 128'438 CHF | 129'688 CHF | 98.44% | 98.44% |
02.07.2024 | 0.85% | 1.03 CHF | 1.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 146'948 CHF | 148'198 CHF | 98.80% | 98.80% |