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 | 0.95% | 1.00 CHF | 1.01 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 84'285 CHF | 85'085 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 82'148 CHF | 82'948 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 84'671 CHF | 85'471 CHF | 99.69% | 99.69% |
10.07.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 80'000 | 80'000 | 83'536 | 83'536 | 80'712 CHF | 81'548 CHF | 100.00% | 100.00% |
09.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 90'000 | 90'000 | 87'914 | 87'914 | 83'459 CHF | 84'340 CHF | 99.99% | 99.99% |
08.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 90'000 | 90'000 | 89'848 | 89'848 | 82'031 CHF | 82'931 CHF | 99.74% | 99.74% |
05.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 79'096 CHF | 79'996 CHF | 100.00% | 100.00% |
04.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 84'197 CHF | 85'097 CHF | 100.00% | 100.00% |
03.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 80'261 CHF | 81'161 CHF | 99.98% | 99.98% |
02.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 76'451 CHF | 77'251 CHF | 100.00% | 100.00% |