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 | 0.98% | 1.02 CHF | 1.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 81'027 CHF | 81'827 CHF | 99.99% | 99.99% |
12.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 81'957 CHF | 82'757 CHF | 99.93% | 99.93% |
11.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 78'962 CHF | 79'762 CHF | 99.98% | 99.98% |
10.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 77'922 CHF | 78'722 CHF | 99.99% | 99.99% |
09.07.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 80'000 | 80'000 | 79'817 | 79'817 | 75'032 CHF | 75'832 CHF | 100.00% | 100.00% |
08.07.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 80'000 | 80'000 | 79'863 | 79'863 | 81'355 CHF | 82'155 CHF | 99.71% | 99.71% |
05.07.2024 | 0.97% | 0.98 CHF | 0.99 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 81'749 CHF | 82'549 CHF | 100.00% | 100.00% |
04.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 83'522 CHF | 84'322 CHF | 100.00% | 100.00% |
03.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 75'525 CHF | 76'325 CHF | 100.00% | 100.00% |
02.07.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 66'327 CHF | 67'127 CHF | 99.99% | 99.99% |