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 | 0.97% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'660 CHF | 77'410 CHF | 98.71% | 98.71% |
12.07.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'144 CHF | 78'894 CHF | 98.47% | 98.47% |
11.07.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'680 CHF | 77'430 CHF | 99.09% | 99.09% |
10.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'999 CHF | 74'749 CHF | 100.00% | 100.00% |
09.07.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'831 CHF | 67'581 CHF | 98.75% | 98.75% |
08.07.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'259 CHF | 65'009 CHF | 100.00% | 100.00% |
05.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'333 CHF | 64'083 CHF | 98.97% | 98.97% |
04.07.2024 | 1.48% | 0.84 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'329 CHF | 63'258 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'521 CHF | 60'271 CHF | 97.93% | 97.93% |
02.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'884 CHF | 59'634 CHF | 100.00% | 100.00% |