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 | 1.08% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'286 CHF | 70'036 CHF | 99.06% | 99.06% |
12.07.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'674 CHF | 73'424 CHF | 98.81% | 98.81% |
11.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 74'546 | 74'546 | 71'778 CHF | 72'523 CHF | 97.49% | 97.49% |
10.07.2024 | 1.03% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 70'131 | 70'131 | 67'635 CHF | 68'336 CHF | 95.08% | 95.08% |
09.07.2024 | 1.10% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'981 CHF | 68'731 CHF | 98.63% | 98.63% |
08.07.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'864 CHF | 63'614 CHF | 98.56% | 98.56% |
05.07.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'229 CHF | 63'979 CHF | 99.17% | 99.17% |
04.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'091 CHF | 65'841 CHF | 99.18% | 99.18% |
03.07.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'119 CHF | 68'869 CHF | 98.44% | 98.44% |
02.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'603 CHF | 71'353 CHF | 98.78% | 98.78% |