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 | 0.98% | 1.02 CHF | 1.03 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 127'081 CHF | 128'331 CHF | 98.96% | 98.96% |
12.07.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 120'516 CHF | 121'766 CHF | 98.78% | 98.78% |
11.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 122'879 CHF | 124'129 CHF | 85.63% | 85.63% |
10.07.2024 | 1.03% | 0.87 CHF | 0.88 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 120'855 CHF | 122'105 CHF | 95.15% | 95.15% |
09.07.2024 | 0.94% | 0.98 CHF | 0.99 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 132'912 CHF | 134'162 CHF | 98.70% | 98.70% |
08.07.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 143'690 CHF | 144'940 CHF | 98.57% | 98.57% |
05.07.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 144'323 CHF | 145'573 CHF | 99.17% | 99.17% |
04.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 140'989 CHF | 142'239 CHF | 99.18% | 99.18% |
03.07.2024 | 0.93% | 1.14 CHF | 1.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 134'193 CHF | 135'443 CHF | 98.45% | 98.45% |
02.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 129'356 CHF | 130'606 CHF | 98.84% | 98.84% |