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 | 1.16% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'656 CHF | 79'574 CHF | 98.73% | 98.73% |
12.07.2024 | 1.28% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'804 CHF | 79'822 CHF | 99.38% | 99.38% |
11.07.2024 | 1.19% | 1.07 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'789 CHF | 82'765 CHF | 98.49% | 98.49% |
10.07.2024 | 1.14% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'191 CHF | 89'202 CHF | 99.86% | 99.86% |
09.07.2024 | 1.08% | 1.18 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'721 CHF | 86'656 CHF | 100.00% | 100.00% |
08.07.2024 | 1.12% | 1.15 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'723 CHF | 86'688 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'364 CHF | 84'377 CHF | 99.49% | 99.49% |
04.07.2024 | 1.11% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'100 CHF | 116'387 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'298 CHF | 119'523 CHF | 99.73% | 99.73% |
02.07.2024 | 0.99% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'058 CHF | 128'326 CHF | 100.00% | 100.00% |