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 | 0.91% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'174 CHF | 82'924 CHF | 99.66% | 99.66% |
12.07.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'137 CHF | 81'887 CHF | 99.01% | 99.01% |
11.07.2024 | 0.98% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'393 CHF | 77'143 CHF | 99.05% | 99.05% |
10.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'577 CHF | 70'327 CHF | 100.00% | 100.00% |
09.07.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'590 CHF | 71'340 CHF | 100.00% | 100.00% |
08.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'652 CHF | 71'402 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'772 CHF | 74'522 CHF | 98.98% | 98.98% |
04.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'034 CHF | 72'784 CHF | 100.00% | 100.00% |
03.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'017 CHF | 70'767 CHF | 100.00% | 100.00% |
02.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'568 CHF | 64'318 CHF | 100.00% | 100.00% |