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 | 1.01% | 0.99 CHF | 1.00 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 255'956 CHF | 258'556 CHF | 100.00% | 100.00% |
12.07.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 279'922 CHF | 282'522 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 264'501 CHF | 267'101 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 1.02 CHF | 1.03 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 259'597 CHF | 262'297 CHF | 100.00% | 100.00% |
09.07.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 270'000 | 270'000 | 269'090 | 269'090 | 273'510 CHF | 276'210 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 260'000 | 260'000 | 259'540 | 259'540 | 275'068 CHF | 277'668 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 307'758 CHF | 310'358 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 297'607 CHF | 300'207 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 299'536 CHF | 302'236 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 317'005 CHF | 319'705 CHF | 99.99% | 99.99% |