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 | 0.94% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'946 CHF | 101'898 CHF | 99.72% | 99.72% |
12.07.2024 | 0.97% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'168 CHF | 101'139 CHF | 98.15% | 98.15% |
11.07.2024 | 0.94% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'038 CHF | 103'006 CHF | 98.97% | 98.97% |
10.07.2024 | 1.16% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 94'141 | 94'141 | 115'641 CHF | 116'928 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'422 CHF | 124'761 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.26 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'632 CHF | 98'586 CHF | 99.98% | 99.98% |
05.07.2024 | 0.96% | 1.34 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'247 CHF | 103'235 CHF | 98.98% | 98.98% |
04.07.2024 | 0.88% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'462 CHF | 102'362 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'922 CHF | 134'190 CHF | 100.00% | 100.00% |
02.07.2024 | 1.05% | 1.24 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'298 CHF | 121'568 CHF | 99.95% | 99.95% |