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 | 1.16% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'327 CHF | 65'077 CHF | 100.00% | 100.00% |
12.07.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'772 CHF | 64'522 CHF | 98.41% | 98.41% |
11.07.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'847 CHF | 67'597 CHF | 97.83% | 97.83% |
10.07.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'933 CHF | 71'683 CHF | 99.80% | 99.80% |
09.07.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'592 CHF | 71'342 CHF | 100.00% | 100.00% |
08.07.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'302 CHF | 68'052 CHF | 98.97% | 98.97% |
05.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'598 CHF | 68'348 CHF | 100.00% | 100.00% |
04.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'975 CHF | 70'725 CHF | 98.16% | 98.16% |
03.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'516 CHF | 73'266 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 54'032 | 54'032 | 54'486 CHF | 55'026 CHF | 100.00% | 100.00% |