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 | 0.99% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'117 CHF | 75'867 CHF | 99.66% | 99.66% |
12.07.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'220 CHF | 74'970 CHF | 99.01% | 99.01% |
11.07.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'356 CHF | 70'106 CHF | 98.38% | 98.38% |
10.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'540 CHF | 63'290 CHF | 100.00% | 100.00% |
09.07.2024 | 1.17% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'508 CHF | 64'258 CHF | 100.00% | 100.00% |
08.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'673 CHF | 64'423 CHF | 100.00% | 100.00% |
05.07.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'770 CHF | 67'520 CHF | 98.97% | 98.97% |
04.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'053 CHF | 65'803 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'010 CHF | 63'760 CHF | 100.00% | 100.00% |
02.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'179 | 75'000 | 56'741 CHF | 57'364 CHF | 99.96% | 99.96% |