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 | 1.06% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'206 CHF | 94'196 CHF | 99.71% | 99.71% |
12.07.2024 | 1.01% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'380 CHF | 93'318 CHF | 98.15% | 98.15% |
11.07.2024 | 0.95% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'298 CHF | 95'202 CHF | 99.08% | 99.08% |
10.07.2024 | 1.29% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 94'141 | 94'141 | 105'903 CHF | 107'227 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'010 CHF | 114'365 CHF | 100.00% | 100.00% |
08.07.2024 | 1.04% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'842 CHF | 90'779 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'547 CHF | 95'498 CHF | 98.95% | 98.95% |
04.07.2024 | 1.00% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'697 CHF | 94'642 CHF | 100.00% | 100.00% |
03.07.2024 | 1.04% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'514 CHF | 123'790 CHF | 100.00% | 100.00% |
02.07.2024 | 1.17% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'005 CHF | 111'300 CHF | 100.00% | 100.00% |