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 | 1.09% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'281 CHF | 69'031 CHF | 99.72% | 99.72% |
12.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'521 CHF | 66'271 CHF | 99.01% | 99.01% |
11.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'462 CHF | 66'212 CHF | 99.09% | 99.09% |
10.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'919 CHF | 65'669 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'440 CHF | 85'440 CHF | 100.00% | 100.00% |
08.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'793 CHF | 85'793 CHF | 100.00% | 100.00% |
05.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'474 CHF | 84'474 CHF | 95.45% | 95.45% |
04.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'676 CHF | 82'676 CHF | 100.00% | 100.00% |
03.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'336 CHF | 82'336 CHF | 100.00% | 100.00% |
02.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'872 CHF | 78'872 CHF | 100.00% | 100.00% |