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 | 1.10% | 0.91 CHF | 0.93 CHF | 60'000 | 60'000 | 119'889 | 119'889 | 109'033 CHF | 110'233 CHF | 88.84% | 88.84% |
12.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 120'000 | 120'000 | 128'844 | 128'844 | 113'211 CHF | 114'500 CHF | 91.43% | 91.43% |
11.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 130'000 | 130'000 | 120'860 | 120'860 | 109'771 CHF | 110'979 CHF | 88.18% | 88.18% |
10.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 126'888 | 126'888 | 112'129 CHF | 113'398 CHF | 88.11% | 88.11% |
09.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 119'559 | 119'559 | 110'458 CHF | 111'658 CHF | 87.23% | 87.23% |
08.07.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 120'000 | 120'000 | 121'995 | 121'995 | 109'921 CHF | 111'143 CHF | 84.85% | 84.85% |
05.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 120'000 | 120'000 | 120'841 | 120'841 | 109'558 CHF | 110'767 CHF | 89.16% | 89.16% |
04.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 130'000 | 130'000 | 122'425 | 122'425 | 108'997 CHF | 110'222 CHF | 90.29% | 90.29% |
03.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 130'000 | 130'000 | 125'439 | 125'439 | 111'825 CHF | 113'079 CHF | 88.67% | 88.67% |
02.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 130'000 | 130'000 | 129'970 | 129'970 | 112'122 CHF | 113'422 CHF | 91.11% | 91.11% |