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 | 1.07% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 54'516 | 54'516 | 75'620 CHF | 76'354 CHF | 99.71% | 99.71% |
12.07.2024 | 1.43% | 1.38 CHF | 1.40 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 49'181 CHF | 49'886 CHF | 99.01% | 99.01% |
11.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'146 CHF | 95'896 CHF | 99.08% | 99.08% |
10.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'911 CHF | 91'661 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'500 CHF | 90'250 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'547 CHF | 89'297 CHF | 99.86% | 99.86% |
05.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'844 CHF | 91'594 CHF | 98.85% | 98.85% |
04.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'567 CHF | 86'317 CHF | 100.00% | 100.00% |
03.07.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'268 CHF | 77'018 CHF | 99.82% | 99.82% |
02.07.2024 | 1.07% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'683 CHF | 70'433 CHF | 100.00% | 100.00% |