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% | 1.08 CHF | 1.09 CHF | 220'000 | 220'000 | 98'408 | 98'408 | 106'894 CHF | 107'881 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 220'000 | 220'000 | 91'493 | 91'493 | 91'939 CHF | 92'855 CHF | 99.90% | 99.90% |
11.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 220'000 | 220'000 | 98'410 | 98'410 | 109'265 CHF | 110'251 CHF | 99.98% | 99.98% |
10.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 220'000 | 220'000 | 98'456 | 98'456 | 118'113 CHF | 119'099 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 220'000 | 220'000 | 98'414 | 98'414 | 124'261 CHF | 125'247 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 127'804 CHF | 128'790 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 220'000 | 220'000 | 97'958 | 97'958 | 123'384 CHF | 124'366 CHF | 99.63% | 99.63% |
04.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 88'000 | 88'000 | 70'462 | 70'462 | 86'555 CHF | 87'260 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 220'000 | 220'000 | 98'413 | 98'413 | 123'674 CHF | 124'660 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 220'000 | 220'000 | 98'594 | 98'594 | 133'717 CHF | 134'705 CHF | 100.00% | 100.00% |