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 | 1.05% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 88'822 | 88'822 | 86'352 CHF | 87'242 CHF | 100.00% | 100.00% |
12.07.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 82'703 CHF | 83'579 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 88'678 | 88'678 | 89'755 CHF | 90'644 CHF | 100.00% | 100.00% |
10.07.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 205'000 | 205'000 | 91'701 | 91'701 | 95'573 CHF | 96'494 CHF | 99.90% | 99.90% |
09.07.2024 | 1.19% | 1.06 CHF | 1.07 CHF | 210'000 | 210'000 | 89'095 | 89'095 | 93'682 CHF | 94'614 CHF | 99.74% | 99.74% |
08.07.2024 | 1.04% | 1.06 CHF | 1.07 CHF | 210'000 | 210'000 | 91'247 | 91'247 | 95'450 CHF | 96'391 CHF | 99.28% | 99.28% |
05.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 210'000 | 210'000 | 93'272 | 93'272 | 98'073 CHF | 99'008 CHF | 99.90% | 99.90% |
04.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 82'000 | 82'000 | 66'104 | 66'104 | 69'237 CHF | 69'898 CHF | 99.57% | 99.57% |
03.07.2024 | 1.07% | 1.06 CHF | 1.07 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 92'771 CHF | 93'709 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 210'000 | 210'000 | 93'644 | 93'644 | 101'686 CHF | 102'631 CHF | 100.00% | 100.00% |