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% | 0.97 CHF | 0.98 CHF | 220'000 | 220'000 | 98'408 | 98'408 | 95'594 CHF | 96'581 CHF | 100.00% | 100.00% |
12.07.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 220'000 | 220'000 | 91'487 | 91'487 | 81'362 CHF | 82'279 CHF | 99.90% | 99.90% |
11.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 98'041 CHF | 99'027 CHF | 100.00% | 100.00% |
10.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 220'000 | 220'000 | 98'464 | 98'464 | 106'807 CHF | 107'794 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 112'959 CHF | 113'945 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 220'000 | 220'000 | 98'417 | 98'417 | 116'425 CHF | 117'411 CHF | 100.00% | 100.00% |
05.07.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 220'000 | 220'000 | 97'957 | 97'957 | 112'086 CHF | 113'069 CHF | 99.63% | 99.63% |
04.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 88'000 | 88'000 | 70'462 | 70'462 | 78'435 CHF | 79'139 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 112'210 CHF | 113'196 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 220'000 | 220'000 | 98'594 | 98'594 | 122'333 CHF | 123'321 CHF | 100.00% | 100.00% |