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 | 2.01% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 62'201 | 62'201 | 62'649 CHF | 63'835 CHF | 98.73% | 98.73% |
12.07.2024 | 1.51% | 1.02 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'017 CHF | 77'175 CHF | 99.38% | 99.38% |
11.07.2024 | 1.77% | 1.00 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'684 CHF | 73'975 CHF | 99.15% | 99.15% |
10.07.2024 | 1.69% | 0.94 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'462 CHF | 71'666 CHF | 100.00% | 100.00% |
09.07.2024 | 1.73% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'403 CHF | 71'634 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'013 CHF | 72'264 CHF | 100.00% | 100.00% |
05.07.2024 | 1.70% | 0.94 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'555 CHF | 72'778 CHF | 99.62% | 99.62% |
04.07.2024 | 1.77% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'280 CHF | 73'568 CHF | 100.00% | 100.00% |
03.07.2024 | 1.72% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'501 CHF | 72'737 CHF | 99.73% | 99.73% |
02.07.2024 | 1.80% | 0.96 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'455 CHF | 71'733 CHF | 100.00% | 100.00% |