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% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'582 CHF | 71'332 CHF | 98.72% | 98.72% |
12.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'879 CHF | 70'629 CHF | 99.38% | 99.38% |
11.07.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'726 CHF | 68'476 CHF | 99.15% | 99.15% |
10.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'945 CHF | 65'695 CHF | 100.00% | 100.00% |
09.07.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'364 CHF | 67'114 CHF | 100.00% | 100.00% |
08.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'686 CHF | 67'436 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'713 CHF | 71'463 CHF | 99.62% | 99.62% |
04.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'359 CHF | 70'109 CHF | 100.00% | 100.00% |
03.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'707 CHF | 67'457 CHF | 99.73% | 99.73% |
02.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'407 CHF | 62'157 CHF | 100.00% | 100.00% |