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% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 54'516 | 54'516 | 71'282 CHF | 72'032 CHF | 99.72% | 99.72% |
12.07.2024 | 1.52% | 1.30 CHF | 1.32 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 46'181 CHF | 46'886 CHF | 99.01% | 99.01% |
11.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'146 CHF | 89'896 CHF | 99.08% | 99.08% |
10.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'911 CHF | 85'661 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'500 CHF | 84'250 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'547 CHF | 83'297 CHF | 99.86% | 99.86% |
05.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'849 CHF | 85'599 CHF | 98.48% | 98.48% |
04.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'567 CHF | 80'317 CHF | 100.00% | 100.00% |
03.07.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'268 CHF | 71'018 CHF | 99.82% | 99.82% |
02.07.2024 | 1.17% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'683 CHF | 64'433 CHF | 100.00% | 100.00% |